Connecting TradFi ↔ Crypto, every single day — with data, logic, and a dash of fun. Decentralized research · Open discussion · A public knowledge base for everyone
- 2025-10-28 · EN → Market Overview · BTC · ETH
- 2025-10-27 · EN → Market Overview · BTC · ETH
- 2025-10-26 · EN → Market Overview · BTC · ETH
- 2025-10-25 · EN → Market Overview · BTC · ETH
- 2025-10-24 · EN → Market Overview · BTC · ETH
- 2025-10-24 · EN → Market Overview · BTC · ETH
- 2025-10-23 · EN → Market Overview · BTC · ETH
- 2025-10-22 · EN → Market Overview · BTC · ETH
- 2025-10-21 · EN → Market Overview · BTC · ETH
- 2025-10-20 · EN → Market Overview · BTC · ETH
- 2025-10-19 · EN → Market Overview · BTC· ETH
Fixed structure
reports/
├── <YYYY-MM-DD>/
│ ├── CN/ # Chinese
│ │ ├── market_overview.md # Market overview (free)
│ │ ├── BTCUSDT.md # BTC deep-dive (free)
│ │ └── ETHUSDT.md # ETH deep-dive (free)
│ └── EN/ # English
│ ├── market_overview.md
│ ├── BTCUSDT.md
│ └── ETHUSDT.md
└── ...
Note: Type 1 Comprehensive Overview (macro + crypto-macro + majors at a glance) is updated daily for free. Type 2 Single-Asset Deep-Dive is currently free for BTC/ETH.
As an AI Startup Founder and long-term explorer of quantitative research, I’ve built—on my own time—an end-to-end pipeline from data → indicators → inference → reports, and I use a multi-agent system to automate the strategy into daily outputs. This repository is open-sourced and free to make analyses with consistent methodology and sufficient evidence more reproducible, discussable, and improvable—knowledge should be shared, not mythologized. (Nothing here constitutes investment advice; the documentation is licensed under CC BY-NC-ND 4.0.)
We blend global macro liquidity (central-bank liquidity, dollar dynamics, fiscal pulse, etc.) with crypto microstructure (volume, flows, volatility, price structure) into a coherent, reviewable output — two flavors:
- Market Overview (free): a bird’s-eye flow from macro → on-chain bridge → market structure
- Single-Asset Deep-Dive: multi-timeframe (W/D/H4) + dimension scoring + key levels + scenario framing
Our vibe is open-minded, cross-disciplinary, and decentralized. We love rigorous evidence chains but keep the reading experience human. We respect statistics and unified “rule-of-thumb” calibration, while acknowledging narrative and reflexivity. We believe open methods + clear conclusions beat “mystery sauce” in a volatile world.
- 📈 Traders / quants seeking a fast alignment of macro ↔ market
- 🔗 Web3 / DeFi participants who want daily structural snapshots & key-level heat
- 🔭 Tech / finance observers interested in how liquidity and on-chain flows transmit to prices
- 🤔 Curious humans — zero-barrier reading; learn the “why,” step by step
We don’t offer investment advice. We offer verifiable analysis and frameworks to help you form your own view.
Core recipe: Multi-Timeframe (W/D/H4) × Macro Injection × Structured Scoring. In one line: Fix the “environment” first, read the “structure” second, time the “pace” last.
- Weekly (W): big-cycle posture and structural backdrop
- Daily (D): mid-cycle state and inflection checks
- 4-hour (H4): execution rhythm and alignment tests
HTF Gate: W/D decide the baseline; H4 only aligns/refines rhythm. If W and D disagree, D leads execution, W biases direction.
We inject the “water level” of the environment into technical reading:
- Track central-bank & fiscal liquidity (RRP/TGA/reserves), DXY, rates to describe MWI (macro water index) and NL7 (net 7-day injections/withdrawals).
- Add the stablecoin bridge (e.g., SMR share, CUE capital-use efficiency, SLP 7-day net issuance) to judge macro → on-chain → market transmission quality & lag.
- If macro and bridge align, raise confidence; if they diverge, lower confidence. (Divergence ≠ instant reversal; think drag/lag.)
We break the market into consistent dimensions:
- Price structure & patterns (key levels, completion/validation of structures)
- MA system (20/50/200 positions, slopes, golden/death crosses)
- Momentum (MACD zero-axis & bars; RSI zones & divergences)
- Flows (OBV/CMF directionality & persistence)
- Trend strength (DMI/ADX organizational clarity)
- Volatility & location (ATR/nATR, KC band positioning: mid/upper/lower/outside)
- Multi-TF resonance (W/D/H4 alignment; volume-backed reclaim/loss of key MAs)
Note: README outlines framework & calibration only. We keep weights, rule conflicts, and some thresholds in code/internal docs and iterate. Our priority: evidence chains + unified wording, not esoteric parameters.
- One-screen glance: core verdict + 3–5 hard evidence bullets + a micro macro-transmission sentence
- Tables: unified snapshot of indicators based on the last closed candle only
- Emoji cues: 🟢 (pro-bull) | 🔴 (pro-bear) | 🟡 (neutral/range) for fast scanning
| Category | Key fields / calibration examples | What it’s for | Sources |
|---|---|---|---|
| Macro liquidity | MWI (-10~+10), NL7 (7-day net), RRP, TGA, bank reserves, DXY, UST10Y | External liquidity & risk appetite, split into “quality vs. pulse” | Federal Reserve |
| Stablecoin bridge | SLP (7-day net), SMR (stablecoin share %), CUE (capital-use %) | Transmission quality & lag from macro → on-chain → market | On-chain |
| Market core data | OHLCV (W/D/H4), open-candle down-weighting | Aligns to exchange server_time; snapshots use last closed only |
Binance · Bybit · Coinbase |
| MA system | MA20/50/200 (MA730 as a valuation anchor if needed) | Structure & tiering; cross & slope consistency | Indicator system |
| Momentum | MACD (axis, bar expansion/contract), RSI(7/14) | Priority: zero-axis > cross > bars | Indicator system |
| Flows | OBV vs EMA9, CMF(21), vol ratio (vol/EMA) | Price-volume resonance & persistence | Indicator system |
| Trend strength | DMI/ADX (>25 = “trend regime”) | Organizational strength & alignment with price direction | Indicator system |
| Vol & bands | ATR / nATR (%), KC upper/mid/lower | “Healthy” vs “outside-the-band” rhythm context | Indicator system |
| Sentiment/Leverage(opt.) | Fear & Greed, funding (median/extremes) | Surface sentiment & leverage cool-downs/overheats | Indicator system |
⛳️ Unified calibration: values/thresholds in reports come only from inputs + fixed rules. If something is missing, we say “data not provided” — we don’t guess.
- Macro 1-screen read: MWI, NL7, DXY, reserves — synthesized
- Bridge snapshot: SMR / CUE / SLP transmission quality
- Majors at a glance: BTC/ETH/SOL/BNB posture + scoring summary
- Three-scenario frame: down / range / rebound — probabilities, time windows, framework triggers
- Risk matrix: macro, liquidity, technicals, sentiment, and events — concise
- Dimension breakdown: structure / MAs / momentum / flows / trend / vol / resonance
- Indicator snapshot (last_closed): certainty only
- Key-level heat: S/R list + distance vs close
- Multi-TF resonance: W/D/H4 alignment & “reclaim/break” clauses
- Scenario framing: probability buckets, target zones, invalidations (no trade advice)
- No investment advice: everything here (charts, tables, scores, scenarios) is for research/education only.
- Learning/research use: personal learning, academic discussion, and non-commercial sharing.
- Strictly no commercial use: no paid reprints, paid communities/courses/media, or any monetized redistribution without written consent. We reserve the right to pursue legal action globally.
- Attribution: non-commercial citations are welcome — keep the project name and repo link; avoid misleading excerpts.
- Risk: crypto assets are highly volatile; past ≠ future. You are solely responsible for your decisions.
- Frequency: daily (UTC baseline); reports live under
<YYYY-MM-DD>directories. - Visualization: key plots (e.g., MA channel / momentum evolution / KC bands) are generated on build and embedded or linked by relative path.
- Naming rules:
- Overview:
market_overview.md - Single-asset:
<SYMBOL>.md(e.g.,BTCUSDT.md) - Languages: separate
CN/andEN/folders; open an issue to request more languages
- Overview:
- Issues: calibration, visualization, structure — all feedback welcome.
- Tone: neutral, measured, evidence-first. Fun is fine; avoid hype.
- Scope: no “signals,” position sizing, or risk advice PRs; no “call-out” content.
Q: Why do some cells say “data not provided”? A: We prefer “no fill-in” to wrong numbers. We don’t guess.
Q: Will you cover more assets? A: Yes. We prioritize majors and high-liquidity names, then expand; community voting via Issues is welcome.
Q: Why no “trade calls”? A: Clear reasoning outlives point-in-time “levels.” Trading is personal; we focus on evidence and frameworks.
- Join the Issues for ideas / bug reports / requests
- If this helps, drop a ⭐ Star — it fuels the daily grind
- Thanks to everyone using, critiquing, and contributing — let’s co-build open crypto research infra 🙌
- Documents / reports / images / charts: CC BY-NC-ND 4.0
Non-commercial · No derivatives · Attribution required. Any commercial use without written permission is prohibited and may trigger legal actions.
“Decentralization doesn’t mean ‘no center’ — it means everyone can be a center.” May transparent methods light the way through volatility.