BitWLabChart Library
A disclosed proxy for CryptoQuant's closed-source Bull-Bear Market Cycle Indicator: the Overheat Score's -100 to +100 composite of ten on-chain and technical signals, smoothed with a 30-day moving average and classified into five regimes — Overheated Bull, Bull, Early Bull, Bear and Extreme Bear. A 365-day moving average of the same score is shown for longer-term context.
Tracks the share of Bitcoin's circulating supply held in addresses that have not moved coins in over 4 years, alongside Bitcoin price. Real UTXO age-band supply data from Bitview (Bitcoin Research Kit), a free public on-chain analytics API. Rising dormant supply reflects growing long-term holder conviction through a cycle; renewed spending of old coins has historically coincided with distribution near cycle tops.
BTC weekly price with a standard 14-period Money Flow Index, marking each cycle's Top, First Low, Second Low and Bottom. Real Binance weekly OHLC is used from 2017-08 onward; on-chain transaction volume substitutes for exchange volume. Markers only ever appear once fully confirmed by real, already-elapsed price history — never a forecast.
Inspired by CryptoCon's "Simple Bands" indicator: a Cycle Top and Cycle Bottom band around Realized Price (the Midline). The original is closed-source, so this models the bands by fitting the historical MVRV ratio at confirmed cycle extremes against time — both multipliers shrink toward the Midline each cycle, the same diminishing-returns pattern seen across Bitcoin's market history.
Aligns every halving cycle by today's exact distance from the next projected halving, rebasing price to 100 at that same reference day so what happened next in every prior cycle can be compared from the same starting position.
Compares Bitcoin's percentage drawdown from each cycle peak, aligning every cycle by days since its all-time-high so depth and duration can be compared directly.
Estimates where leveraged BTC futures positions are likely to be liquidated, modeling open interest across assumed leverage tiers against recent price action as a density heatmap.
Estimates the share of Long-Term Holder supply whose cost basis sits below the current price. Grounded in bitcoin-data.com's real LTH-MVRV series (price ÷ the LTH cohort's own realized price), fed through the same modeled curve used by the network-wide Percent Supply in Profit chart. Dips to the mean − 1σ threshold have historically coincided with major cycle-bottom capitulation.
Aggregates real Bitcoin weekly OHLC candles (Binance spot BTCUSDT) into 6-week candles, then plots a standard Slow Stochastic Oscillator (8,3,3) beneath them. The shaded "bottom zone" (%D below 20) is a textbook oversold threshold, marking only already-observed historical episodes — never a future or forecast bottom.
Tracks Bitcoin scarcity using circulating supply and issuance flow, with a simplified model price for long-term valuation context.
Extends the stock-to-flow idea by including miner transaction fees in issuance flow, giving another lens on Bitcoin scarcity and model valuation.
Compares Bitcoin market cap to realized cap using a Z-Score to identify statistically extreme overvaluation and undervaluation periods.
Shows BTC market price against the average price where coins last moved on-chain. Price below realized price has historically marked broad holder losses and cycle stress.
Models Bitcoin price as a power function of time since genesis, with floor and ceiling bands that have historically contained price action across market cycles.
Fits a power-law regression to Bitcoin's six well-documented historical bear-market lows, extrapolated forward as an illustrative long-term price floor.
A price forecast chart using BTC price, Top Cap, Delta Top, and CVDD to identify historically reliable Bitcoin cycle-top and bear-market-floor targets.
Network Value to Transactions ratio: Bitcoin market cap divided by daily on-chain transaction volume. High NVT can signal overvaluation relative to usage; low NVT can suggest undervaluation.
Market cap divided by cumulative total miner revenue. It measures how expensive Bitcoin is relative to all security spend ever made; historically high multiples often coincided with cycle tops.
Compares Bitcoin market cap with realized cap in dollar terms — the same relationship the MVRV Z-Score is built from, shown as raw cap values rather than a standardized score.
Estimates the share of circulating Bitcoin whose cost basis sits below the current price. No free source provides the real UTXO cost-basis distribution, so this models it from the MVRV ratio (already used by the MVRV Z-Score chart), calibrated against 8 known historical cycle tops and bottoms. Dips to the mean − 1σ threshold have historically coincided with major cycle-bottom capitulation.
Inspired by CryptoCon's "Simple Bands" indicator: a Cycle Top and Cycle Bottom band around Realized Price (the Midline). The original is closed-source, so this models the bands by fitting the historical MVRV ratio at confirmed cycle extremes against time — both multipliers shrink toward the Midline each cycle, the same diminishing-returns pattern seen across Bitcoin's market history.
Power-law trendline with support and resistance bands, paired with two oscillators: BTC's percentage deviation from the trendline, and a 52-week Z-score of the BTC/gold ratio measuring how stretched Bitcoin is relative to gold on a rolling basis.
Compares price against logarithmic cycle bands so cooler accumulation zones and overheated market periods are easy to scan.
A coarser five-zone take on the logarithmic cycle bands, with all-time-high markers and right-edge dollar levels for each zone boundary.
Compares the 111-day moving average with twice the 350-day moving average to identify potential cycle-top signals.
Combines ten on-chain and technical signals (MVRV Z-Score, Fear & Greed, Rainbow Bands, NUPL, VDD Multiple, Pi Cycle, Mayer Multiple, Puell Multiple, and Global M2 YoY) into a single -100 to +100 reading, highlighting historically overheated and capitulation-style conditions.
Blends MVRV Ratio, Mayer Multiple and Puell Multiple, each rescaled to its own trailing 912-day (~2.5-year) high/low, into one smoothed 0-1 oscillator. It resets toward 0 near cycle-bottom capitulation and climbs toward 1 near cycle-top euphoria, coloured blue while rising and red while falling.
Cumulative Value Coin Days Destroyed tracks the accumulated value-time of coin movements relative to market age. It has historically marked major Bitcoin price bottoms.
Plots Bitcoin price on a polar chart where one full rotation equals one halving cycle. The logarithmic radius overlays cycles so bull and bear phases can be compared.
Compares the 30-day moving average of Value Days Destroyed (CDD × price) with its 365-day average. Peaks above 2.9 can signal cycle tops as long-term holders sell heavily; values below 0.75 suggest bear-market accumulation phases.
Price divided by the cumulative USD value of coin-days destroyed across Bitcoin's history (the "HODL Bank"). Low values mean price is high relative to accumulated long-term-holder conviction; high values mean holders are spending heavily into strength, a sign of elevated cycle-top risk.
Shows Bitcoin price history across all halving cycles on a logarithmic scale. Cycle backgrounds, halving markers, and progress indicators show where the current cycle sits versus prior cycles.
Aligns Bitcoin bull-market breakouts by days since price cleared the prior all-time high, scaling earlier eras to the current reward era for like-for-like cycle comparison.
Compares Bitcoin's price performance from bear-market low to bear-market low, aligning each cycle by days since its confirmed cycle low on a logarithmic scale.
Compares Bitcoin's percentage drawdown from each cycle peak, aligning every cycle by days since its all-time-high so depth and duration can be compared directly.
Aligns every halving cycle by today's exact distance from the next projected halving, rebasing price to 100 at that same reference day so what happened next in every prior cycle can be compared from the same starting position.
Aggregates real Bitcoin weekly OHLC candles (Binance spot BTCUSDT) into 6-week candles, then plots a standard Slow Stochastic Oscillator (8,3,3) beneath them. The shaded "bottom zone" (%D below 20) is a textbook oversold threshold, marking only already-observed historical episodes — never a future or forecast bottom.
A 4-pole Gaussian filter and volatility bands plotted on weekly BTC closes. Price moving outside the channel has historically reverted back toward the mid filter.
A smoothed trend baseline with adaptive volatility bands sized by volume-weighted buying/selling pressure, plotted on weekly BTC closes. The baseline flips color when price breaks out of the bands.
BTC weekly price with a standard 14-period Money Flow Index, marking each cycle's Top, First Low, Second Low and Bottom. Real Binance weekly OHLC is used from 2017-08 onward; on-chain transaction volume substitutes for exchange volume. Markers only ever appear once fully confirmed by real, already-elapsed price history — never a forecast.
A disclosed proxy for CryptoQuant's closed-source Bull-Bear Market Cycle Indicator: the Overheat Score's -100 to +100 composite of ten on-chain and technical signals, smoothed with a 30-day moving average and classified into five regimes — Overheated Bull, Bull, Early Bull, Bear and Extreme Bear. A 365-day moving average of the same score is shown for longer-term context.
Maps aggregate unrealized Bitcoin profit and loss into sentiment bands from Capitulation through Euphoria / Greed.
Divides long-term holder SOPR by short-term holder SOPR to compare profit-taking behavior between experienced holders and newer market participants.
Shows long-term and short-term holder SOPR separately instead of as a combined ratio. LTH capitulation below 1 has historically clustered near major cycle bottoms.
Tracks worldwide Google search interest for "bitcoin", a classic retail-euphoria proxy that complements the Fear & Greed Index.
Unique daily active addresses, a fundamentals-based measure of network usage independent of the valuation-ratio charts elsewhere in this library. Falling usage while price rises is a classic late-cycle divergence warning.
Estimates the share of Long-Term Holder supply whose cost basis sits below the current price. Grounded in bitcoin-data.com's real LTH-MVRV series (price ÷ the LTH cohort's own realized price), fed through the same modeled curve used by the network-wide Percent Supply in Profit chart. Dips to the mean − 1σ threshold have historically coincided with major cycle-bottom capitulation.
Tracks the share of Bitcoin's circulating supply held in addresses that have not moved coins in over 4 years, alongside Bitcoin price. Real UTXO age-band supply data from Bitview (Bitcoin Research Kit), a free public on-chain analytics API. Rising dormant supply reflects growing long-term holder conviction through a cycle; renewed spending of old coins has historically coincided with distribution near cycle tops.
Compares total realized profit and loss to Realized Cap. Not directional — both euphoric profit-taking near tops and capitulation near bottoms push it higher — but low readings mark market equilibrium.
Estimates the average cost basis of Short-Term Holders (coins moved within ~155 days) plus Mezzanine and Floor support bands below it. No free source provides the real UTXO age-cohort data, so this models STH cost basis with a 155-day SMA of price and offsets the bands by calibrated multiples of price volatility. Floor breaches have historically marked deep capitulation bottoms.
BTC price against 13 modeled realized-price lines, one per UTXO age cohort from 0d-1d to 10y+. No free source provides the real per-cohort on-chain data (same paid-tier gap as HODL Waves), so each line is a rolling SMA of price with the window matched to that cohort's day-equivalent age.
Measures daily miner revenue against its 365-day moving average to identify miner stress buy zones and high-profit sell zones.
Compares the 30-day and 60-day moving averages of Bitcoin hash rate. A recovery crossover after miner capitulation has historically produced strong long-term buy signals.
Layers multiple moving averages of mining difficulty. When short-term averages fall below longer-term averages, the ribbon compresses, signaling miner capitulation and historically cheap BTC.
Total network computational power, the raw series behind the existing Hash Ribbons and Puell Multiple charts. A rising trend reflects growing miner investment and security; sharp drops mark miner capitulation events.
A Capriole-style estimate of the electricity cost to mine one Bitcoin, derived from network hash rate, an improving miner-efficiency curve and a $0.05/kWh assumption. Bitcoin has historically rarely traded below this floor for long, making tests of it strong long-term accumulation zones.
Estimates where leveraged BTC futures positions are likely to be liquidated, modeling open interest across assumed leverage tiers against recent price action as a density heatmap.
Composite sentiment score from volatility, volume, social media, and surveys. Extreme fear has historically been a reliable long-term buy signal; extreme greed suggests caution.
Tracks the total BTC held on exchanges. Rising reserves imply more coins available for sale (bearish); falling reserves imply accumulation and increasing scarcity (bullish).
Tracks perpetual futures funding rate and open interest as a gauge of leveraged market sentiment. Extreme positive funding with rising open interest has historically marked overheated, squeeze-prone conditions.
Tracks the daily net BTC flow into or out of exchanges. Positive netflow implies more coins available for sale (bearish); negative netflow implies accumulation and increasing scarcity (bullish).
Annualized 30-day and 90-day realized volatility, computed from BTC's own price history. Not directional — both tops and bottoms show elevated readings — but volatility compression has historically preceded large moves in either direction.
Deribit's BTC implied volatility index, derived from options prices — a forward-looking counterpart to Realized Volatility. Note: history only goes back to Deribit's index launch on 2021-03-24.
Tracks the daily net USD flow into or out of US spot Bitcoin ETFs. Positive net flow implies institutional buying pressure (bullish); negative net flow implies institutional selling or redemptions (bearish). Note: history only covers a rolling ~300-day window, not the full history since the ETFs' 2024-01-11 launch.
Plots Bitcoin's 350-day moving average multiplied by Fibonacci ratios (×0.6 through ×8). The upper bands have historically marked cycle-top resistance, while the ×0.6 low band has historically marked deep accumulation zones.
A Bitcoin investor tool: buy below the 2-year moving average and sell above the 2-year MA ×5. Intermediate multiplier bands show the degree of market overheating.
Bitcoin price divided by its 200-day moving average. Values above 2.4 have historically signaled overheated markets, while values below 1.0 have signaled undervaluation and long-term accumulation.
Colors price by its ratio to the 200-week moving average. The 200-week MA has historically acted as a final bear-market support, while colors above it show bull-market extension.
Compares BTC price to its trailing 1,460-day (4-year) moving average — roughly one halving cycle — smoothing out individual bull/bear swings to show the market's long-run trend.
Overlays five long-term moving averages on BTC price — 12-month and 21-month for medium-term trend, plus 200-week, 300-week and 400-week as macro cycle references — to see how many timeframes agree on the current trend.
BTC price plotted against its 50-week, 100-week and 200-week simple moving averages, resampled to a weekly cadence — a classic long-term trend-following setup where the 200-week SMA has historically marked major cycle bottoms.
Compares the 1-year change in the US 3-month/10-year yield spread with a 6-month-forward excess liquidity indicator. Positive and rising liquidity has historically preceded easier financial conditions and stronger risk appetite.
Compares the S&P 500 year-over-year change with the excess liquidity lead indicator. Positive turns in excess liquidity have historically led equity market advances by roughly 6 months.
Compares global broad-money year-over-year growth with Bitcoin year-over-year returns to highlight how liquidity expansions and contractions align with major BTC cycles.
Compares the year-over-year change in the US dollar index with Bitcoin price to highlight the historically inverse relationship between dollar strength and BTC cycle conditions.
Tracks the yields on 10-year, 20-year and 30-year US Treasury bonds against Bitcoin price. Rising long-term yields tighten financial conditions and have historically been a macro headwind for risk assets, while falling yields have tended to ease conditions.
Tracks the raw 3-month/10-year US Treasury yield spread against Bitcoin price. A negative spread means the curve is inverted, a classic macro signal that has historically preceded recessions and risk-asset cycle turns by 6-18 months.
Overlays Bitcoin and S&P 500 12-month RSI against the Chicago Fed National Activity Index (CFNAI), aligned to US midterm election cycles. Historically, equity and economic conditions around midterms have preceded significant Bitcoin moves.