Commit Graph

16 Commits

Author SHA1 Message Date
nym21 a3f3c54675 oracle: v4 2026-06-04 15:38:01 +02:00
nym21 086bfd9938 global: adding support for safe lengths 2026-05-06 15:33:07 +02:00
nym21 45c77a4c3b global: delay compaction 2026-03-27 23:02:31 +01:00
nym21 18bb4186a8 global: snapshot 2026-03-26 15:57:22 +01:00
nym21 04ddc6223e global: snapshot 2026-03-18 10:09:47 +01:00
nym21 2b31c7f6b7 global: big snapshot 2026-03-13 12:47:01 +01:00
nym21 c5d63b3090 global: snapshot 2026-03-10 23:24:18 +01:00
nym21 d50c6e0a73 global: snapshot 2026-03-10 18:10:50 +01:00
nym21 bb2458c765 distribution: speed improvements 2026-03-08 21:49:14 +01:00
nym21 9e23de4ba1 global: snapshot 2026-03-04 17:10:15 +01:00
nym21 91b7f86225 global: snapshot 2026-03-04 12:36:23 +01:00
nym21 f74115c6e2 computer: indexes + rolling 2026-02-24 17:07:35 +01:00
nym21 3b7aa8242a global: MASSIVE snapshot 2026-02-23 17:22:12 +01:00
Brandon Collins f494486e12 feat(cointime): add Reserve Risk metric
Implements Reserve Risk as a new market indicator for Bitcoin.

## Formula
- Reserve Risk = Price / HODL Bank
- HODL Bank = cumulative Σ(Price - avg_VOCDD) over time
- VOCDD = CDD × Price (Value-weighted Coin Days Destroyed)

## Changes
- Added `vocdd` (Value-weighted CDD) to `cointime/value` module
- Created new `cointime/reserve_risk` module containing:
  - `vocdd_365d_sma`: 365-day moving average of VOCDD
  - `hodl_bank`: Cumulative opportunity cost of holding
  - `reserve_risk`: Final ratio metric for timing accumulation
- Wired into cointime compute pipeline (price-dependent)

## Use Case
Reserve Risk measures long-term holder confidence.
Low values indicate high confidence and potential buying opportunity.
High values suggest overheated market conditions.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-20 10:53:20 -05:00
nym21 6f45ec13f3 global: snapshot 2026-01-10 18:43:18 +01:00
nym21 3e9b1cc2b2 global: MASSIVE snapshot 2026-01-02 19:08:20 +01:00