Mean Reversion Index (Arena Version)
Mayer multiple, 200-week distance, MVRV and STH-MVRV, each ranked against its own history so far (0–100) and averaged. Our own, disclosed version — the computation of the widely shared original is not documented. The reading "crossing above 30 = the bottom is in" was tested against random days with a preregistered study before any zone was drawn; the result sits below the chart. Every value uses only data up to its own date. Descriptive, not a signal.
- Formula:
- index = mean(rank(close/SMA200), rank(close/SMA1400), rank(MVRV), rank(close/STH realized price)) · rank = expanding percentile from 1,460 values
- Data source:
- BTC daily closes + Bitcoin Research Kit (derived)
Strategies to backtest
Thematically related strategies from our library — try them in the backtest engine or read up on the methodology.
The benchmark for everything else — buy on day one, hold forever. The reference every strategy is measured against.
Open strategy →Buy a fixed amount on a fixed schedule — week after week, regardless of price. Smooths volatility, removes timing decisions.
Open strategy →More Bitcoin indicators
Is crypto-internal liquidity expanding or contracting? Stablecoin supply, spot-ETF flows and realized-cap change as 30-day impulses on one percentile scale — with breadth, dispersion and a declared composition. A state, not a signal.
Difference between market cap and realized cap, normalised by standard deviation. Values above 5 mark the top region (4 of 5 historical bull tops), below 0 every bottom.
BTC price coloured by MVRV Z-Score regime — from deep accumulation (green) to euphoria (red). Makes valuation phases visible over time.