MA Compression (trailing percentile)
Market Structure· DE: MA-Kompression (trailing Perzentil)
How tightly the 20/50/200-day moving averages are bunched, ranked against the trailing three years: the share of the last 756 days with a smaller spread. Always a trailing percentile, never an absolute threshold — a fixed threshold would measure the secularly falling volatility, not the phase. Buckets: tight < 0.20, wide > 0.80.
Calculation
spread(t) = (max(SMA20,SMA50,SMA200) − min(…)) / close(t); compression_pct(t) = share of spread[t−755…t] strictly below spread(t); null below 189 valid values.
Unit & source
ratio · Binance BTCUSDT daily close via btc_price_daily
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.