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Regression

Fib. channel fitted on linear scale and a 20W extension20W moving average (and a white shadow of a 21W EMA) has historically indicated a good near term cost basis. With a fitted fibonacci slanted channel (and more-or-less randomly extending the 20W average) we can plot a possible path for BTC, dancing between past fib level trend lines for resistance at important price levels, while also holding support at this imagined 20W SMA extension. Of course, depending on the weekly close, this can breakdown form 20W SMA, in which case we continue our crab, I think.
BINANCE:BTCUSD
by umutbilgicapple
Sum of all FearsUpdated Wyckoff Distribution Pattern from last years chart. I think this week in crypto it will punch down to the SOW - Sign of Weakness. The weakness is likely to be a result of all the financial sanctions against Russia and their exclusion from SWIFT. Over the weekend there was turmoil over the situation in Ukraine. Russia didn't open their markets for fears it would crash. As asset managers try to reduce exposure to the increasing Russian sanctions, I think there will be some liquidations that will punch through this 2 year regression trend and punch out a new low support for crypto. next 24-48 hours will be key as markets digest the Russia/Ukraine situation.
by SPYvsGME
An optimistic prediction for ETHEarlier in the week we saw ETH broke through the bottom of the long term regression channel that goes back to December 2020. I believe this to be a bullish sign, with selling pressure finally alleviated. I've drawn a very short term regression channel just to visualize the 5 days of bullish price action that followed. We see that RSI is turning up, as well as the Trend Flex Oscillator. My hypothesis assumes that ETH will find its way back to $4500 by mid February, and another ATH is on the radar for April. Of course this is all predicated on the bulls taking back the market for the next three months.
COINBASE:ETHUSD
by Chart0bserver
Trying to put today's correction into perspective for HODLersAfter an unprecedented profit-taking surge to liquidate $2.6B in longs over the past 12 hours, we might be asking if ETH will ever break $4,000 gain. But if you accept my theory that there is a natural regression channel that ETH has been following all year, this drop today seems perfectly within balance to keep the price moving toward the mean. While we saw a huge shift above the channel in early summer, we see the equal and opposite swing the other way by July. But ultimately the price returned to where it seems most comfortable. Does this mean we won't see $5,000 until December? Perhaps. Or maybe it's going to break to that number much sooner, but it won't be comfortably within the channel until then. COINBASE:ETHUSD
COINBASE:ETHUSDLong
by Chart0bserver
Ripple (XRP) Model PriceAn article titled Bitcoin Stock-to-Flow Model was published in March 2019 by "PlanB" with mathematical model used to calculate Bitcoin model price during the time. We know that Ripple has a strong correlation with Bitcoin. But does this correlation have a definite rule? In this study, we examine the relationship between bitcoin's stock-to-flow ratio and the ripple(XRP) price. The Halving and the stock-to-flow ratio Stock-to-flow is defined as a relationship between production and current stock that is out there. SF = stock / flow The term "halving" as it relates to Bitcoin has to do with how many Bitcoin tokens are found in a newly created block. Back in 2009, when Bitcoin launched, each block contained 50 BTC, but this amount was set to be reduced by 50% every 210,000 blocks (about 4 years). Today, there have been three halving events, and a block now only contains 6.25 BTC. When the next halving occurs, a block will only contain 3.125 BTC. Halving events will continue until the reward for minors reaches 0 BTC. With each halving, the stock-to-flow ratio increased and Bitcoin experienced a huge bull market that absolutely crushed its previous all-time high. But what exactly does this affect the price of Ripple? Price Model I have used Bitcoin's stock-to-flow ratio and Ripple's price data from April 1, 2014 to November 3, 2021 (Daily Close-Price) as the statistical population. Then I used linear regression to determine the relationship between the natural logarithm of the Ripple price and the natural logarithm of the Bitcoin's stock-to-flow (BSF). You can see the results in the image below: Basic Equation : ln(Model Price) = 3.2977 * ln(BSF) - 12.13 The high R-Squared value (R2 = 0.83) indicates a large positive linear association. Then I "winsorized" the statistical data to limit extreme values to reduce the effect of possibly spurious outliers (This process affected less than 4.5% of the total price data). ln(Model Price) = 3.3297 * ln(BSF) - 12.214 If we raise the both sides of the equation to the power of e, we will have: ============================================ Final Equation: ■ Model Price = Exp(- 12.214) * BSF ^ 3.3297 Where BSF is Bitcoin's stock-to-flow ============================================ If we put current Bitcoin's stock-to-flow value (54.2) into this equation we get value of 2.95USD. This is the price which is indicated by the model. There is a power law relationship between the market price and Bitcoin's stock-to-flow (BSF). Power laws are interesting because they reveal an underlying regularity in the properties of seemingly random complex systems. I plotted XRP model price (black) over time on the chart. Estimating the range of price movements I also used several bands to estimate the range of price movements and used the residual standard deviation to determine the equation for those bands. Residual STDEV = 0.82188 ln(First-Upper-Band) = 3.3297 * ln(BSF) - 12.214 + Residual STDEV => ln(First-Upper-Band) = 3.3297 * ln(BSF) – 11.392 => ■ First-Upper-Band = Exp(-11.392) * BSF ^ 3.3297 In the same way: ■ First-Lower-Band = Exp(-13.036) * BSF ^ 3.3297 I also used twice the residual standard deviation to define two extra bands: ■ Second-Upper-Band = Exp(-10.570) * BSF ^ 3.3297 ■ Second-Lower-Band = Exp(-13.858) * BSF ^ 3.3297 These bands can be used to determine overbought and oversold levels. Estimating of the future price movements Because we know that every four years the stock-to-flow ratio, or current circulation relative to new supply, doubles, this metric can be plotted into the future. At the time of the next halving event, Bitcoins will be produced at a rate of 450 BTC / day. There will be around 19,900,000 coins in circulation by August 2025 It is estimated that during first year of Bitcoin (2009) Satoshi Nakamoto (Bitcoin creator) mined around 1 million Bitcoins and did not move them until today. It can be debated if those coins might be lost or Satoshi is just waiting still to sell them but the fact is that they are not moving at all ever since. We simply decrease stock amount for 1 million BTC so stock to flow value would be: BSF = (19,900,000 – 1.000.000) / (450 * 365) =115.07 Thus, Bitcoin's stock-to-flow will increase to around 115 until AUG 2025. If we put this number in the equation: Model Price = Exp(- 12.214) * 114 ^ 3.3297 = 36.06$ Ripple has a fixed supply rate. In AUG 2025, the total number of coins in circulation will be about 56,000,000,000. According to the equation, Ripple's market cap will reach $2 trillion. Note that these studies have been conducted only to better understand price movements and are not a financial advice. Related indicator:
BITSTAMP:XRPUSDEducation
by BobRivera990
4
Regressive VWAP Breakout StrategyStrategy type: Breakout Ingredients: Price, Volume, Regression Prerequisite add-ons (free): Regressive VWAP and Strategy Visualizer Target market: CME:BTC1! or BITSTAMP:BTCUSD - Long Entry on Close crossing over Regressive VWAP - Short Entry on Close crossing under Regressive VWAP - Optional: exit when price retraces to upper band (LX) or lower band (SX) The key to this breakout strategy is the Regressive VWAP, which weighs Price and Volume with Regression Analysis, making the slope and its bands more responsive, with a degree of mean reversion. Below is another example, this time CME_MINI:ES1! .
CME:BTC1!Education
by ChartVPS
Regressive VWAP Band Buffer Strategy on GC 10RRequired add-on (free): NEXT Regressive VWAP Target market: COMEX:GC1! 10R chart Strategy Overview: - Long when price crosses upper band (green) - Short when price crosses lower band (red) - Do not initiate trades in the buffer zone (between the bands) - that is our filter Setting Alerts: Here is how to set price (close) crossing band alerts: open a chart, attach NEXT Regressive VWAP, and right-click on chart -> Add Alert. Condition: Symbol, e.g. ES (representing the close) >> Crossing >> Regressive VWAP >> Upper ( or Lower) Band >> Once Per Bar Close.
COMEX:GC1!Education
by ChartVPS
BTC, Unlikely but last possible case for bears Some speculation here for the bears, even though it is unlikely to pan out from the recent Stoch RSI Cross on the monthly. If ~57.4k gets a correction that may signal control for bears to a path back to retest the 2017 high (its already been retested if you look at the BTCUSD/DXY chart). Currently, it is sitting on a demand vector, c -wave target, and an upper polynomial forecast line of an input of 144 days, which makes me a bit worried about continued resistance that may soon play out toward another correction. I'm uncertain on this playing out atm, but I could see a correction at the global ath, and it being misinterpreted as a double top scenario, with a retest at 53k, and then price discovery to either 80k in the short term or 180k in the long term. Also, the momentum is stronger on the primary wave A on Sep. 7 than the recent c wave, which explains why divergence indicators haven't ran any alarm bells. Entering in a short here is very risky as we could very easily blast to the 2.618 at 80k+, or even the orange forecast target at 73k. This is a scenario that I haven't covered in one of my previous ideas so that I'd share it out.
BITSTAMP:BTCUSD
by linebands
Symmetric Triangle Appears FET/BTC #FET $FET #FetchAIHere we see our FET 12 hour chart and boy we see quite a pullback ! We're now under 1400 . But if you see those black lines on my chart it does look as if we are forming a symmetric triangle shape . Now a chart pattern like that can break upwards or downwards - and by approximately the same amount as those purple lines show (which is the length of the rise near the start of the pattern . ) I expect a break upwards towards the 2900 / 3000 area since a break down out of this pattern would take us to 200 sats area ! And I definitely don't see that coming ! So I say this breaks Bullish . Again many charts look similar with the pullbacks and the MAs but big pullbacks also mean big rises will come . This has possibly been a shakeout situation but there's always big swings in a Bullrun year and I've been expecting some crazy moves so I'm good ! Now a symmetric triangle pattern shouldn't actually play out to the very tip or end of that black triangle . It should choose a direction and break away before we get to the end of the pattern ( I expect a break upwards . ) Also some people might see this as more of a pennant but I disagree since there is not technically a flagpole here and you can't have a pennant without a flagpole . So I say it's a symmetric triangle . Also you can see that pink and blue band we're in ? That's a regression trend channel . And we've definitely wicked to the bottom pink part of it ( as well as hitting a TD Sequential 9 in red on our daily chart . ) So I really expect a turnaround and I expect it soon . This weekend could be interesting but by next week I think this will be on it's way up again .
Long
by shimmeringpath
5
BTCUSD: When new moon?Don't ask me why, but tomorrow between 04:00 and 10:00 UTC it's going to go down further. This is not an analysis which you should build an investment upon. We're on the way down for a little while. Call it a correction or a beraish phase. RSI (1h) is going back to the middle of the band, and it's going further down when it reaches values between 50 and 60, I guess. Look at the days between Apr . 18 and 22, as well as May 13-15, May 16-18 and May 20-22 earlier this year. Honestly, nobody really knows what's coming in this volatile phases. But check the similarities. What do you think?
KRAKEN:BTCUSDShort
by My2CentsOnBTC
2
XLF - Dead CatfishNew banking regulations in EU and elsewhere combined with QE punch bowl drying up is taking wind out of the sails of the Financials. XLF appears to be struggling at the mid-line of the regression channel again! Potential 4th failed attempt to cross midline unfolding. Similar chart pattern last July into Sept, which resulted in a ~10% sell off. Bearish Engulfing candlestick pattern at recent top. Several nearer and longer term price gaps to fill to the downside: Nearer-term gaps @ $37.75 @ $37.20 and near 50-day MA @ $36.01 small but there Several more gaps a bit farther south. Most indicators rolling over/sick on the daily. XLF near ATHs but the ADX looking like a dead catfish that cant swim anymore...just floating with the current...and the current is taking it down off the regression channel mid-line sooner than most expect. Target = gap fill near 50-day MA and then a kiss off the 200-day if we get some action to the downside. Short Oct 15th Puts with $35 dollar strike. Not financial advice.
AMEX:XLFShort
by Akksujean
2
Big weekend leading up to Jackson HoleWow! Markets are coming to a head fast! S&P futures have been low volume and ripe with volatility growth. Jackson Hole approaches and hedging / volatility futures have priced in movement to the downside. Bears are waking up from a long 1.5Y nap after feasting in March of 2020. China Tech sector continues to get pounded. Why is China Tech sector so important? Like the QQQ & Mega Caps led the S&P growth, so has the China's tech sector. The TVC:NI225 has been in decline since Feb as a result of several controversial decisions the Chinese Gov have made including the crack down on crypto and US listed companies. Last Friday the TVC:NI225 crossed over the 50/200MA death cross and a descending wedge breakout. Yesterdays close was the first close below the breakout line and last night the decline continued its breakout downward. This is important because of the gap that has formed between the S&P 500/QQQ/DIA and recently rejected the top of the TVC:NI225 descending wedge. I'm starting to think the bulls have ran out of steam and will continue to get pulled down by the declining Chinese tech sector and unwinding volatility into September that could put the markets into a 10-12% correction territory sooner than later.
CME_MINI:ES1!
by SPYvsGME
Looks like there is more blood to come on Bay St Hay All Traders, I'm not a financial advisor, Don't buy or sell bass on what I'm saying... PLEASE DO YOUR OWN HOMEWORK. THIS POST IS JUST FOR INFO ONLY... I'm saying there is more blood to come on Bay St. Because of looking at the daily chart and putting on my version of the RSI. Since the 11th, it has been heading down very fast, and with my version of MACD, it's still looking like it's not slowing down for at least a couple of days. And using "Linear Regression," my look back is the last 100 days and 10 days, then 10 days is heading lower of the 100 days, and I'm using Linear Regression as support and resistance.
TSX:TSX
by ADHDing_