Description
Definition. Bitcoin Sharpe Signal is a machine-learning long-entry signal for BTC, trained on on-chain data with the design goal of minimizing downside risk while capturing rising trends and enhancing risk-adjusted returns.
Technical. The model output is a confidence score rendered as a color ramp, with green indicating the highest confidence and orange through red indicating reduced confidence. The signal is refreshed daily at 04:00 UTC, finalizing the previous day's timestamp. The standard version carries a one-day lag. Disclosed foundational inputs include Percent of Entities in Profit and Short Term Holder SOPR.
Interpretation. Readings above 0.5 have historically been associated with improved risk-adjusted Bitcoin performance.
Notes. For interpretation and methodology, see the signal dashboard. Enterprise clients interested in same-day data or the underlying methodology can contact the Institutional team.