mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-06-16 17:59:45 -07:00
Brandon Collins
f494486e12
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>