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₿ Bitcoin Risk Metric

Combined Structural + Momentum · Power-Law Regression
BTC / USD
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Combined Risk
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AccumulateNeutralCaution
Fair Value
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Deviation
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Price at Each Risk Level (Combined)

Fair Value Price Projections (Power-Law Regression)

DateDays Since GenesisFair ValueGrowth from TodayROI from Today Price

Historical Risk Lows — Accumulation Opportunities

DateEventBTC CloseCombined Risk1Y Return2Y Return3Y Return
BTC/USD — Price Colored by Risk (Log Scale)
Risk:
Risk Oscillator (0 – 1)
Combined = √(Structural × Momentum)
Risk:
Median 1-Year Expected Return by Risk Decile (Above Power-Law Trend)
BTC Year-To-Date ROI — Midterm Election Years

Methodology (Combined Risk)

Power-Law Regression: log₁₀(price) vs log₁₀(days since Jan 3 2009). The residual measures deviation from the long-run trend.

Structural Risk (Decaying Envelope): Normalizes the residual against a time-decaying upper envelope fitted from cycle peaks. The max deviation capacity shrinks as Bitcoin matures, producing more realistic risk boundaries.

Momentum Risk (Rolling Z-Score → CDF): 4-year rolling z-score mapped through Gaussian CDF. Cycle-sensitive, adapts to declining volatility.

Combined: Geometric mean √(S × M) of both. Pulls toward the lower signal — if either frame says low risk, that's more informative. Backtested across all deciles with strongly monotonic expected returns (above power-law trend growth).

Updates: On page load, fetches current BTC price from CoinGecko free API and appends it to the historical dataset. Refresh page for latest reading.