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Chart description

The Bitcoin Sharpe Signal Short is a machine-learning-based strategy designed to anticipate market turmoil using on-chain data. The signal can help identify potential opportunities to short Bitcoin with reduced downside risk. The model's confidence is visually represented, with red for the highest confidence in market sell-off and yellow to green for reduced confidence. When the indicator surges beyond the 0.5 mark, it has historically been associated with imminent market downturns.

This is the Point-in-Time (PiT) variant of Bitcoin Sharpe Signal Short. PiT metrics are strictly append-only and their history is immutable. The historic data does not necessarily reflect the best current knowledge, but the information at the time when a data point was first computed. PiT metrics are ideal candidates for applications in model backtesting and related quantitative purposes. Read our article on PiT metrics for more information.

BTC PiT Bitcoin Sharpe Signal Short latest values
0.50625645
24 hours ago