CryptoWeeklies methodology

Each chart explains one model. Start with that model's baseline, scale, time window and reading date before comparing its number with another.

Risk, valuation and scenarios are different questions

TWAP and VWAP use different weighting. Crypto and equity Gravity models can use different baselines. A 1–10 risk level is a model's band, not a probability. Forecast ranges and long-term scenarios are conditional model outputs, not promises.

Read the model explanations

Check the published record

Receipts compares historical as-published weekly readings with later prices. Those observations are different from fitting a model retrospectively. The sample, dates, overlapping windows and missing observations matter; the record does not prove future performance.

Cycle history provides historical context. Weekly research preserves dated summaries rather than rewriting them with today's figures.

Inspect and cite the data

API documentation describes the published fields and model versions. The model registry identifies the models. Cite our data explains how to quote a reading with its source and date.

Limits and corrections

Source data can be delayed or incomplete. A paused or old reading is not a current quote. Model changes can alter a series' meaning, so check version and methodology notes. Questions and corrections: cryptoweeklies@gmail.com.

Educational information only. Not financial advice.

Download on the App Store — free, no ads Get it on Google Play — free, no ads