CYCLE COMPOSITE

v1 · BTC · paper record← All systems
Stance
50% LONG
Since inception
+13.2%
Max drawdown
−5.2%
Paper NAV
113.22
STARTS AT 100
Equity curve · paper NAV
Signal record · append-only
resize2026-08-20 00:00 UTC · 100% → 50% · $69,320
Mayer Multiple 1 entered the mid-cycle zone (1.0–2.4) — system resized to 50% exposure.
enter2026-07-14 17:00 UTC · 0% → 100% · $64,665
Mayer Multiple 0.88 entered the value zone (Mayer < 1.0) — system resized to 100% exposure.
The rules · deterministic, frozen per version
Rules (v1 — frozen 2026-07-14)
  • Instrument: BTC/USD, sized long-or-flat. Paper NAV starts at 100.
  • Signal source: the Mayer Multiple (BTC spot ÷ 200-day SMA), computed from the same daily Binance history the free tools use.
  • Exposure 1.0 while Mayer < 1.0 (price below its 200-day average — the historical value zone).
  • Exposure 0.5 while 1.0 ≤ Mayer < 2.4 (mid-cycle).
  • Exposure 0 while Mayer ≥ 2.4 (the classic historical stretch zone).
  • Evaluated hourly but expected to change a few times per cycle, not per week.
  • Fills modeled at price ± 0.15%/side. Missing data → hold prior state.
Changelog
  • v1 (2026-07-14): initial rules.
Get a push the moment any system changes exposure — the signal, its reason, this page.SIGNAL WATCH →

Paper, not live money · simulated fills with modeled costs · a descriptive record of the system's own rules — never "you should"