Bitcoin Volatility (RV & ATR%)
Two volatility measures in parallel: realized volatility (dispersion of close-to-close returns, 30 and 90 days, √252-annualized) and ATR% (average true range relative to price, capturing intraday range and gaps). The gap between them is the content — when ATR% runs above RV, intraday movement and gaps dominate. Second view: RV 30d per halving cycle superimposed ("days since halving"). Descriptive, not a signal.
- Formula:
- RV = stddev(log_returns, w) × √252 × 100 · ATR% = calcATR(14) / close × 100 · same-axis comparison
- Originator:
- Realized vol + Wilder ATR (EMA)
- Data source:
- Binance BTC-Tageskerzen (compute-on-read; RV via calcRealizedVolSeries, ATR via calcATR)
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
Aggregated sentiment score 0-100 (alternative.me). Extreme fear historically marks bottoms, extreme greed marks top zones — e.g. March 2020 (8), November 2022 (20), April 2021 (95).
How many of 5 INDEPENDENT valuation/sentiment domains (Mayer, MVRV-Z, macro regime, funding, Fear & Greed) are aligned right now — plus dispersion and the EFFECTIVE number of independent domains. A state, not a signal.
Current percentage distance to all-time high plus historical comparison of every bear market (depth, duration, recovery time).