Methodology & Description
The Cycle Position oscillator evaluates time-series risk across cryptocurrency assets using two distinct mathematical models, allowing users to toggle between leading structural indicators and lagging statistical confirmations.
- Leading Engine (Structural Extension): Built on absolute structural vectors (Drawdown from ATH and 200-day Simple Moving Average Variance). This engine acts as a leading indicator, highly effective at predicting blow-off euphoric tops and immediate capitulation plunges.
- Lagging Engine (Statistical Exhaustion): Built strictly on historical quantitative metrics (Expanding Alpha, Beta, Sharpe Ratio, Diminishing Volatility, and baseline Drawdown). Maps directly to traditional financial risk calculations.