Bitcoin Chart Archive

111-day SMA vs. 350-day SMA × 2. Classic top signal by Philip Swift — historical crossovers nailed every BTC bull-run top to within days.

Current BTC price divided by the 200-day moving average. Below 1 historically bearish, above 2.4 marks the top 0.5% quantile.

Logarithmic regression on BTC price since 2010 with nine colour bands — from "Fire Sale" deep blue to "Maximum Bubble" red.

What happens if the next 4-year cycle plays out like 2022-2026, 2018-2022 or 2014-2018? Multiplicative overlay paths from today's price.

Lowest daily price per calendar year since 2010 — one line across 16+ years of Bitcoin history. Makes the "higher lows" thesis visually immediate.

5-stage indicator based on 20W and 50W moving averages. 0 = bearish, 5 = structurally bullish — the most visually memorable cycle trend indicator in crypto.

Giovanni Santostasi's model: log-log regression of BTC price since 2009 genesis block with fair-value, support and resistance lines.

Two cap models from realized cap and the all-time mean of market cap: Delta Price as a floor model (undercut 2015, touched 2018, ~25 % above at the 2022 low), Top Price as a ceiling model (running away since 2018).

Is crypto-internal liquidity expanding or contracting? Stablecoin supply, spot-ETF flows and realized-cap change as 30-day impulses on one percentile scale — with breadth, dispersion and a declared composition. A state, not a signal.

Difference between market cap and realized cap, normalised by standard deviation. Values above 5 mark the top region (4 of 5 historical bull tops), below 0 every bottom.

BTC price coloured by MVRV Z-Score regime — from deep accumulation (green) to euphoria (red). Makes valuation phases visible over time.

Aggregated unrealised profit of all coins, five phase bands from capitulation to euphoria. Measures on-chain market sentiment.

Ratio between sale price and original cost of all moved coins. Below 1 = sellers at a loss = often a bottom signal. Tabs for STH and LTH.

Raw daily long-term-holder SOPR (≥ 155 d) on a log axis + BTC price overlay. Above 1 = LTH in profit, below 1 = capitulation. The full-cycle view (Coinglass style).

Average cost basis of all coins in circulation. Tabs for STH (last 155 days) and LTH. Historically a strong bottom indicator.

BTC price vs. short-term-holder cost basis (realized price of coins younger than 155 days) with ±1σ/±2σ bands + STH-MVRV. Spot below the basis = the recent-buyer cohort in aggregate loss.

BTC spot over five Cointime cost bases (Realized, STH, Active Price, True Market Mean, Vaulted) + Cointime MVRV. Where does the market sit relative to holder cost bases? All rungs BRK-native.

Unrealised profit/loss split by holding period: short-term holders (< 155 days) and long-term holders. Two lines, the same five bands as the aggregate NUPL.

Price divided by the cumulative HODL bank (opportunity cost of holding). Low = holder conviction is cheap — historically the bottom zone. Ceilings fall from cycle to cycle.

Realized-cap HODL waves: 1-week band ÷ 1–2-year band. High = young, recently moved coins dominate realised value — historically the top zone. Plain ratio, not a scaled variant.

Cointime cost basis of the active supply (investor cap ÷ active supply) against price. The "fair middle" of the cointime family — price below it: the active market sits at a loss.

Daily accumulation by the largest Bitcoin Treasury Companies (MSTR, Metaplanet, XXI, BSTR). ETF flow layer currently paused.

Cumulative US spot-ETF net inflow divided by BTC market cap — with an additive decomposition showing how much of each move was flow and how much was the denominator's price move.

Daily mean of perpetual funding rates across Binance, Bybit, OKX and Deribit. Positive = longs pay (often top zone), negative = shorts pay (often bottom zone).

Confirmed on-chain transactions per day since the genesis block — with marked definition breaks (SegWit, Taproot, Ordinals).

Average count of active addresses per block over 24h — honestly named, since BRK publishes no daily-unique DAU series.

Current stock of funded addresses (balance > 0) — the "wallets" figure of the Metcalfe literature, read as a slow adoption stock.

Daily raw transfer volume in USD — change outputs not filtered, hence an upper bound on economic settlement.

Transfer volume ÷ transaction count — separates "less usage" from "more efficient usage" (batching vs. Ordinals micro-transactions).

Market cap ÷ thermo cap (everything ever paid to miners in USD). Market value per dollar of security spend — measured cycle peaks at ~39× (2011), ~59× (2013), ~73× (2017), ~49× (2021).

Daily coin issuance in USD relative to its 365-day average. Values above 4 indicate miner-profit overheat (top), below 0.5 mark capitulation bottoms.

30-day hashrate MA vs 60-day hashrate MA. When the 30d falls below the 60d = miner capitulation. Recovery cross back up = classic buy signal.

Estimated mining floor: average electricity cost + 30% operational overhead per BTC produced. Cambridge CBECI as data source.

BTC supply held by large addresses (≥100 / ≥1k / ≥10k BTC) over time. A rising line means accumulation. Address-based proxy for whale behaviour.

Stacked-area chart over 13 holding-period bands from <1 day to 10+ years. Reveals how "old" supply re-enters circulation before each bull run.

Circulating supply split into vaulted and active — weighted by coin-days destroyed rather than an age threshold. The two parts add up to exactly the circulating supply.

How much of the daily destroyed coin days comes from long-term holders — as a 14- or 90-day window, alongside price. Movement, not ownership.

Aggregated sentiment score 0-100 (alternative.me). Extreme fear historically marks bottoms, extreme greed marks top zones — e.g. March 2020 (8), November 2022 (20), April 2021 (95).

How many of 5 INDEPENDENT valuation/sentiment domains (Mayer, MVRV-Z, macro regime, funding, Fear & Greed) are aligned right now — plus dispersion and the EFFECTIVE number of independent domains. A state, not a signal.

Return per unit of risk over the trailing 365 days — since 2010, with a percentile rank for today's value.

Current percentage distance to all-time high plus historical comparison of every bear market (depth, duration, recovery time).

Realized volatility (30/90 days) and ATR% across the full history — on one axis. Plus cycle comparison per halving.

Deribit DVOL (implied vol) vs. realized 30-day volatility. The area between is the variance risk premium.

ATM implied volatility by tenor (30/60/90/180 days). Upward = contango (normal), downward = backwardation (stress).

Band per cycle indicator and week since 2018 — composite plus nine weighted components, with the log of band changes. From stored point-in-time scores, nothing recomputed.

Heatmap matrix with rows per year and columns January–December. Bottom row: average per month — historically the best months are October and April.

Price line coloured by distance to the 200-week MA. Dark blue days historically marked generational buy opportunities.