Bitcoin Price Models

source: charts.woobull.com / @woonomic
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On-chain data providers: Glassnode | Blockchair | Coin Metrics

Bitcoin Price Models

The models shown here explore alternatives to market price. Where you see dotted lines, this denotes the model is purely technical, meaning it only uses market price as its inputs. Solid lines carry metrics that come from the blockchain, that`s to say they carry fundamentals of investor, network and user behaviour.

MARKET PRICE
The market price is determined by traders on the exchanges. This price is subject to manipulation and also emotional cycles of mania and fear.

REALISED PRICE by Coinmetrics.
Realised Cap is value of all coins in circulation at the price they last moved, in other words an approximation of what the entire market paid for their coins. In this chart Realised Cap is mapped to the price domain by dividing by the total coin supply.

VWAP PRICE by @icoexplorer.
The volume weight average price, in other words an approximation of what the entire market paid for their coins using market price and on-chain volume.

NVT PRICE by Willy Woo
NVT values the network using its on-chain investor volume. You can think of NVT as a PE Ratio. NVT Price is calculated by multiplying on-chain volume by the 2 year median value of NVT Ratio, that network valuation is then adjusted to price by dividing by the coin supply. This metric uses volume estimates from Coinmetrics Pro under license.

CVDD Floor (experimental) by Willy Woo.
CVDD (Cumulative Value Days Destroyed) has historically picked the bottom of the market. It works off the theory that when significantly old coins (say bought at $10) pass to new investors (say at $10,000), the market perceives a higher floor.

DELTA CAP (experimental) by David Puell.
The Realised Cap minus Average Cap. Market Cap has historically touched Delta Cap at market bottoms.

BALANCED PRICE (experimental) by David Puell.
An experimental attempt at capturing Bitcoin`s `fair` valuation by measuring the difference between what was paid (realized price) and what was spent (transferred price). This is the on-chain kindred spirit to Delta Cap.

TOP CAP (experimental) by Willy Woo.
The average cap multiplied by 35. Historically has matched market tops.

AVERAGE CAP
This is the "forever" moving average of Market Cap. The cumulative sum of daily Market Cap values divided by the age of the market in days.

INFLOW CAP
Tracks the total capital inflows into Bitcoin. Inflow Cap is the cumulative value of all coins at the price they were mined.


Signalling

Bitcoin Price Models
Various price models for Bitcoin.

Bitcoin NVT Ratio
Bitcoin's PE ratio. Detects when Bitcoin is overvalued or undervalued.

Bitcoin NVT Price
Bitcoin's NVT price, useful to see the price supported by organic investment.

Bitcoin NVT Signal
NVT Ratio optimised to be more responsive, useful as a long-range trading indicator.

Bitcoin VWAP Ratio
A useful signal for local and global market tops and bottoms using volume weighted average price.

Bitcoin RVT Ratio
A variation of MVRV Ratio using on-chain volume as a key metric to find the market tops and bottoms.

Bitcoin MVRV Ratio
A Bitcoin under/overvaluation indicator based on Realised Cap.

Bitcoin RVT Ratio
A volume-based variation of MVRV used to determine market tops and bottoms.

Bitcoin Mayer Multiple
Trace Mayer's ratio to measure Bitcoin price in relation to its historical movement.

Bitcoin Difficulty Ribbon
A view into miner capitulation, typically signals times when buying is sensible.

Investment Related

Bitcoin Risk-Adjusted Returns
Compares Bitcoin ROI, adjusted for its risk, to other assets.

Bitcoin Volatility vs Other Asset Classes
Compares Bitcoin volatility to other asset classes.

Bitcoin Growth vs Other Asset Classes
Compares Bitcoin growth to other asset classes.

Bitcoin Rolling 4 Year Growth vs Other Assets
Compares returns from holding Bitcoin for 4 years vs other asset classes throughout history.

Bitcoin held in ETFs and Corporate Treasuries
Tracks bitcoins held in publicly accessible entities via shareholding.

Bitcoin Valuations
A collection of useful valuation metrics on Bitcoin.

Bitcoin Valuation Gain per Dollar Invested
Dollar for dollar, how much Bitcoin's price increases per dollar invested.

Bitcoin Network Volume
The monthly volume of bitcoins moving between different investors on the network.

Bitcoin vs Gold
Compare the investment performance of Bitcoin vs Gold.

Monetary Properties

Bitcoin Volatility
Bitcoin volatility trend, compares to FOREX, also traded volume.


Bitcoin Money Supply vs USD
Is Bitcoin trending towards a world reserve currency?

Bitcoin Inflation Rate
Track the historic inflation annual rate of Bitcoin's money supply.

Bitcoin Monetary Velocity
Is Bitcoin trending towards payments or savings/investments?

Bitcoin Volume vs Network Value
Volume transmitted by Bitcoin's blockchain tracks very closely to its Network Value.

Network Properties

Bitcoin Segwit Adoption
Track the adoption of Segwit.

Bitcoin Network Throughput
Bitcoin's throughput in transactions, payments, and USD value per second.

Bitcoin Congestion
User-centric metrics tracking network congestion, e.g. payment fees, confirm times.

Bitcoin Lightning Network
Key metrics tracking Bitcoin`s Lightning Network growth.

Bitcoin Hash Price
Price per hash tracks the Bitcoin's mining hardware capabilities over time.

Bitcoin Outputs per Tx
Tracks how many outputs are packed into each Bitcoin Transaction.


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: Author : @woonomic