Insights

Top signals by Information Coefficient + jargon decoders for the engine output. IC measures the rank correlation between a signal's z-score and the realised d+7 return. Higher absolute IC = stronger predictive power; significant flag = p < 0.05.

Top 3 signals by |IC|
7-day horizon · "sig" = p < 0.05 · positive IC predicts up-moves, negative predicts down-moves
#1t1_halving_cyclesig
-0.8066
#2bullish_structure_4hsig
+0.7913
#3leverage_risk_scoresig
+0.6227

Jargon decoders

10 terms · jargon decoders

DSR
(SR - E[SR])·sqrt(n-1)/sigma

Sharpe deflated for variance, skew, kurtosis and N trials. DSR > 0.95 = strong; 0.5-0.95 = ok; < 0.5 = weak.

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PBO
P(rank_OOS < median | top IS)

Probability that an in-sample winner ranks below median out-of-sample. PBO > 0.5 = overfit; < 0.2 = robust.

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walk-forward
fit window -> test next K bars

Rolling train/test, re-fits each step. Reports OOS metrics, not the in-sample number. Default K = 30 daily bars.

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NUPL
(MV - RV) / MV

Net unrealized profit/loss vs market cap. > 0.6 = euphoria/top zone; < 0 = capitulation/bottom zone.

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SOPR
value_realized / value_paid

Spent-output profit ratio of moved coins. > 1 = on average in profit; < 1 = realising losses (capitulation).

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MVRV
market_cap / realized_cap

Market cap vs aggregate cost basis. Z-score > 2.5 = top zone; < 0 = below cost basis = bottom zone.

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Puell
issuance_USD / 365d_avg

Daily miner revenue vs 365d average. > 4 = miners flush (top zone); < 0.5 = miner stress (bottom zone).

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Funding rate
(perp - index) / index · k

Periodic payment longs to shorts (or reverse) on perpetual futures. > 0.05%/8h = crowded long; < 0 = crowded short.

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VIX
30d SPX implied volatility

CBOE forward-looking SPX vol from option chain. > 25 = stress; < 15 = complacency. Risk-off proxy across assets.

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DXY
USD vs basket (EUR 57.6%)

ICE dollar index vs 6 currencies (EUR, JPY, GBP, CAD, SEK, CHF). Rising DXY = USD strong = headwind for risk assets.

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IC values are computed by the engine's ic_calculator nightly with a weekly calibration cycle. Glossary terms link to canonical academic + exchange sources. The full RESEARCH_DISCLAIMER is enforced as a universal footer on every page.

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