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Complete Guide

Bitcoin Risk Model: The Complete Guide

Alphabit's Bitcoin Risk Model combines on-chain, valuation, sentiment, and macro signals into a single 0–10 score, updated weekly, that answers one question: are current conditions historically closer to "undervalued," "neutral," or "risky"?

What the score means

Each factor is normalized against its own trailing 4-year window (a full halving cycle) rather than an all-time extreme, then combined into a weighted composite from 0 (deep-value conditions) to 10 (historically dangerous conditions). The score updates as new data arrives and maps to a zone every Sunday:

Undervalued
Below 3
Historically favorable conditions.
Neutral
3 – 7
Neutral territory — the widest band, so most weeks land here.
Risky
Above 7
Historically stretched or dangerous conditions.

It's a risk statement about position sizing, historically calibrated — never a price prediction, and never advice about your specific situation.

The four signal families

The specific indicators inside each family, and their exact calibration, are part of the proprietary model — see the published category weights and full reasoning on the Methodology page. In general terms, each family draws on the same kind of publicly-known on-chain and cycle concepts explained in the glossary below.

On-chain & Valuation
36%

How stretched Bitcoin's price is relative to measures of what holders actually paid and what the network is realizing in value. The largest single family — on-chain valuation has historically been the most reliable discriminator between cycle tops and bottoms.

Cycle & Price Extension
36%

How far price has run above its own longer-term trend, and where today's run-up sits against Bitcoin's shrinking cycle-over-cycle pattern of diminishing returns.

Momentum & Sentiment
23%

What the crowd is feeling and how price is behaving over shorter windows — confirmation and context, secondary to the two valuation families above.

Supply & Macro
6%

Structural supply dynamics and the broader liquidity backdrop. Kept at low weight deliberately — useful context, not a reliable standalone cycle timer.

Weights shown reflect the live on-chain composite score as displayed on the Risk Model page today.

Indicators referenced in this guide

Plain-English explainers for the on-chain and cycle concepts named above — what each measures, how it's calculated, and how it's historically been read at extremes.

MVRV Z-ScoreMayer MultiplePi-Cycle Top IndicatorPuell MultipleFear & Greed IndexBull Market Support BandNUPLSOPRRealized CapBitcoin DominanceExchange NetflowHODL Waves

Honest limitations

  • Weights were informed by historical data— backtest results are illustrative of the strategy's logic, not a validated track record. Weights were frozen 2026-07-09 to start a public forward record; see the performance page.
  • "Extreme" is relative to the trailing 4 years, not all of history — deliberately, so Bitcoin's early extremes don't make every later cycle look artificially muted.
  • This is decision support, not advice.The model quantifies historical conditions; it doesn't know your situation, and it will be wrong on individual calls.
See today's live score →Read the full methodologyBrowse score historyCompare vs. Stocks & Metals

Educational content, not financial advice. See the disclosure.