One scoring engine.
Zero black boxes.
Every factor formula, every weight, every threshold, and every backtest result is published here. Any reader with public-market data can reproduce any historical composite score from scratch.
Pipeline
Factor weights
Signal thresholds
The engine is long-only — it opens BUY positions and closes them on an EXIT signal. There is no shorting.
Exit rule: a BUY position is exited when the composite score falls below 40 OR an EXIT signal fires with ≥65% confidence. The engine never opens a short.
HODLer strategy rules
Standard DCA
€100/week into BTC at the market price every Monday 09:00 UTC (simulated). The DCA continues regardless of signal engine output.
Dip-buying trigger
If the current BTC price falls ≥10% below the position's weighted average purchase price, an additional €200 lot is simulated. Max two dip buys per calendar month.
12-month hold tracking
Each lot is date-stamped at acquisition. A position is flagged "long-term" when it has been held for ≥365 days. Many jurisdictions (including Germany §23 EStG, Austria, the Netherlands, and others) reduce or eliminate capital gains tax after this threshold. Rules vary by country — not tax advice; consult a qualified tax professional in your jurisdiction.
Not sure what RSI or on-chain flow means?
Plain-English explainers for every concept used in this scoring engine.
What changes between versions
Methodology versions are incremented when factor weights, thresholds, or the neural network architecture change materially. A changelog is maintained below each update. Signal history from prior versions is preserved and labeled with the version that fired it.
v4 (current) — Added funding-rate factor, increased social group weight from 15% to 20%, reduced on-chain weight from 30% to 25%. Neural network retrained on outcomes from v3 over 18 months.
v3 — Introduced on-chain factor group. Replaced raw RSI with z-scored RSI.