CycleSync | QuantEdgeB

19 Feb

Introducing CycleSync by QuantEdgeB

Overview
CycleSync is a powerful valuation and cycle-tracking system designed to provide insights into asset price behavior across different phases of market cycles. It integrates on-chain data, price-based indicators, and risk-adjusted metrics to offer a comprehensive valuation model that helps traders and investors identify accumulation, distribution, and momentum shifts.

This system is ideal for those who want data-driven confirmation of market tops and bottoms, leveraging a blend of statistical measures, trend-following techniques, and historical on-chain valuations.

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Key Features

1. Multi-Factor Valuation Framework
Incorporates a blend of on-chain, momentum, and price-based indicators to assess market cycles in real-time. Helps determine if an asset is overvalued, fairly valued, or undervalued over long term horizon.

2.Market Cycle Recognition
Tracks key macro and micro cycle shifts, identifying trends such as accumulation, expansion, distribution, and contraction phases.

3.Dynamic Valuation
CycleSync employs Z-score standardization and adaptive rescaling to continuously refine overbought and oversold thresholds based on evolving market conditions. Unlike static valuation models, which rely on fixed levels, CycleSync dynamically recalibrates these boundaries by analyzing historical price distributions and deviations from the mean.

4.Comprehensive Dashboard
Presents cycle indicators and valuation scores in a structured table format.
Displays color-coded overbought and oversold signals for quick interpretation.

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How It Works

1.On-Chain & Price-Based Data Collection
Gathers key market cycle indicators like MVRV, NUPL, SOPR, CVDD, VWAP, Pi-Cycle, RSI, and Risk Ratios to assess historical valuation.

2.Standardization & Rescaling
Each metric is normalized using either Z-score calculations or high-low rescaling, ensuring fair contribution across different data sources. By applying statistical normalization techniques, the system ensures that extreme valuations are detected relative to the asset's own historical behavior rather than arbitrary thresholds.

3.Valuation Score & Interpretation

🔹 CycleSync Score Ranges
- 📉 Strongly Oversold (-2 and below) → Market is extremely undervalued; potential reversal.
- 📉 Moderately Oversold (-1.5 to -2) → Discounted market conditions, buying interest may emerge.
- 📉 Slightly Oversold (-0.5 to -1.5) → Possible accumulation phase.
- ⚖ Fair Value (-0.5 to +0.5) → Market trading at equilibrium.
- 📈 Slightly Overbought (+0.5 to +1.5) → Initial signs of market strength.
- 📈 Moderately Overbought (+1.5 to +2) → Market heating up, caution warranted, selling interest may emerge.
- 📈 Strongly Overbought (+2 and above) → Extreme valuation, increased risk of correction.

This classification helps traders gauge overall market sentiment and make better allocation decisions.



Note: Past valuations and buy/sell signals generated by CycleSync do not guarantee future performance. Market conditions can change, and proper risk management should always be applied.

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Use Cases
✅ Crypto Traders & Long-Term Investors
Identify potential major market tops and bottoms using on-chain and price-based cycle indicators.Confirm long-term accumulation or distribution phases with CycleSync’s multi-cycle tracking.

✅ Macro Trend Followers
Detect macro bull and bear cycle shifts by integrating valuation metrics with trend-following strategies.

✅ Mean Reversion & Rotational Traders
Exploit valuation mean reversion strategies when assets enter extreme overvaluation or undervaluation zones. Rotate capital efficiently between risk-on and risk-off assets based on CycleSync’s valuation models.

✅ Risk Management & Portfolio Allocation
Adjust portfolio exposure by scaling in/out of positions based on historical valuation insights.
Use CycleSync’s Risk Ratios & CVDD metrics to refine entry and exit strategies.

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📊 Optimized for Bitcoin , Yet "Universally" Adaptable 🔄

CycleSync is primarily optimized for Bitcoin , leveraging their extensive on-chain and market data to provide robust long-term valuation insights. However, the system remains flexible and can be applied to other assets 📉📈—provided they have sufficient historical price data to support reliable statistical calculations.

Since CycleSync incorporates volume-based metrics, it is essential that the selected chart's ticker provides accurate volume data to function properly. For assets with limited history, results may be less reliable, as long-term valuation models depend on deep market data for precision.

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Conclusion

CycleSync is a powerful full-cycle valuation system designed to provide deep market insights 📊 by blending on-chain metrics, statistical rescaling, and technical analysis. Whether you're tracking Bitcoin or other assets with sufficient historical data, this tool offers a structured framework for identifying overbought/oversold conditions, potential cycle tops/bottoms, and long-term market positioning.

With its dynamic adaptability, intuitive scaling mechanisms, and multi-metric integration ⚡, CycleSync empowers traders and investors to make more informed, data-driven decisions 📈. While no valuation model is infallible, combining CycleSync with broader market context and risk management strategies enhances its effectiveness.

🔹 Who Should Use Sentival?
✅ Swing Traders & Long-Term Investors looking for structured valuation metrics.
✅ Quantitative & Systematic Traders incorporating multi-factor models.
✅ Portfolio Managers optimizing exposure to different market regimes.
✅ Use CycleSync as a guiding framework—not a standalone signal— and gain a clearer perspective on the ever-evolving market cycles!

🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.

19 Feb

Nota Keluaran

Fixed a spelling mistake

5 hari lalu

Nota Keluaran

Deep Dive: How MosaicMix V3 Works & Why It Matters

CycleSync is designed to blend on-chain and technical indicators, creating a holistic trend analysis model that aligns with the cyclical nature of Bitcoin. Rather than relying on a single type of data, CycleSync integrates multiple market dimensions to capture macro trends while maintaining a technical precision layer. Each individual indicator is carefully selected based on its ability to reflect a unique market behavior, and together they form a powerful multi-dimensional model.

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How Each Component Works Together
1️⃣ MVRV (Market Value to Realized Value)
• Helps identify when Bitcoin is significantly over or undervalued relative to historical trends.
• Works as a macro-cycle anchor, identifying high-risk speculative tops and deep value accumulation zones.
2️⃣ AVIV (Adaptive Valuation Indicator Variation)
• An improved MVRV-based oscillator that dynamically adjusts to market conditions.
• Enhances trend clarity by normalizing MVRV data to identify sustainable trends rather than short-term noise.
3️⃣ STH-NUPL (Short-Term Holder Net Unrealized Profit/Loss)
• Tracks profitability of short-term market participants.
• Crucial for spotting early bullish trend confirmations or distribution phases before a major downtrend.
4️⃣ SOPR (Spent Output Profit Ratio)
• Measures profit-taking behavior across the entire network.
• Helps in detecting when holders start selling at a loss, signaling potential bottoms.
5️⃣ Crosby Indicator
• A price momentum oscillator that adapts dynamically to long-term cycle shifts.
• Filters false breakouts by integrating trend velocity and volume shifts.
6️⃣ CVDD (Cumulative Value Days Destroyed)
• Highlights long-term HODLer behavior, tracking when coins moved are of significant age.
• Helps in spotting late-stage bull markets and early-stage capitulation events.
7️⃣ Pi Cycle Model
• A combination of long and short exponential moving averages designed to pinpoint cycle tops.
• Historically accurate in identifying major trend reversals.
8️⃣ VWAP (Volume Weighted Average Price)
• Captures institutional entry zones, providing a baseline for fair market value.
• Acts as a mean-reversion guide, helping assess whether price is extended from a fundamental base.
9️⃣ Risk Ratios (Sharpe, Sortino, Omega)
• Integrates three risk-adjusted return metrics to gauge Bitcoin’s risk-reward at different phases of the cycle.
• Provides insights into when the market is favoring high risk-taking behavior vs. safe accumulation.
🔟 Weekly RSI (Relative Strength Index)
• A trend-following filter to confirm momentum on a long-term basis.
• Adds a technical confirmation layer to on-chain insights.

🔗 Why These Components Work Well Together
• On-chain+ Technical Synergy → The on-chain models capture investor psychology & network fundamentals, while technical indicators provide market-timing signals.
• Cycle-Focused Analysis → Designed to work best on Bitcoin's multi-year boom & bust cycles, avoiding short-term noise.
• Risk-Adjusted View → Combining risk ratios with VWAP, SOPR, and NUPL creates a balanced approach to trend strength assessment.
• Adaptive to Market Conditions → The scaling functions (Z-score, HL-rescale) ensure that extreme values are normalized, preventing overfitting.

🚀 Final Thoughts
CycleSync isn't just another technical or on-chain model—it’s a hybrid approach built to track and trade long-term trends effectively. By combining multiple models into a single aggregate signal, it increases signal confidence while filtering out noise.

👉 Ideal for macro traders & cycle investors who need data-driven confirmation before making strategic allocation decisions.