CAPITAL ALLOCATION
DIRECTIVE.
Closed-loop framework for the management of institutional bitcoin risk. Filtering noise via Liquidity Physics and On-chain Verification.
Market Overview
Macro Liquidity
Crypto is a "Liquidity Sponge". Systematic monitoring of global capital flows and interest rate regimes to determine primary asset direction.
U.S. Dollar Index (DXY)
No data
10Y Treasury Yield
No data
Real Interest Rate
No data
Implied Fed Rate
No data
Protocol Heuristic
DXY falling + Yields falling results in maximum risk-on tailwinds. Global Liquidity determines the fundamental velocity of the BTC cycle.
| Ticker | Role | Allocation (L/R) | Entry Trigger | Exit / Trail |
|---|---|---|---|---|
| BTC | Master Switch | 80% Left / 20% Right | Weekly Close > 21 EMA | Weekly Close < 21 EMA |
| SOL | Core | 60% Left / 40% Right | Daily Close > 50 SMA | Daily Close < 20 SMA |
| ONDO | The Insider | 60% Left / 40% Right | Daily Close > 50 SMA | Daily Close < 20 SMA |
| KAS | The Cult | 60% Left / 40% Right | Daily Close > 100 SMA | Daily Close < 50 SMA |
| TAO | Anchor (AI) | 30% Left / 70% Right | Close > 50 SMA + Prev High | Daily Close < 20 SMA |
| SUI | Vanguard | 20% Left / 80% Right | Break > 20-Day High | Daily Close < 10 EMA |
| RENDER | Berserker | 30% Left / 70% Right | Break > 20-Day High | Trail 10 EMA (Free Ride) |
| PEPE | Berserker | 0% Left / 100% Right | Break > 20-Day High | Trail 10 EMA (Free Ride) |
| VIRTUAL | Berserker | 0% Left / 100% Right | Break > 20-Day High | Trail 10 EMA (Free Ride) |
Derivatives & Sentiment
Filtering Organic Movement against Volatility-Driven Liquidation. Systematic sentiment assessment via leverage metrics.
Open Interest
Total Contracts (Est)
Funding Rates
Liquidity_Rent
Sentiment Ratio
Positioning_Bias
On-Chain Valuation
Institutional-grade value assessment. Identifying Holder Conviction and Supply Dynamics through immutable ledger analysis.
MVRV Z-Score
Fair Value Delta
Exchange Flow
Supply Liquidity
Realized Basis
Holding Costs