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The Situation Room · Tools · BTC signals

The Bitcoin Momentum Index

A daily regime read on Bitcoin’s trend, with the noise filtered out. Combines four log-return horizons (30 / 60 / 90 / 180d) into a single z-scored value, gated by a Kaufman efficiency filter. Sister to the Conviction Score: price tells you what, conviction tells you why.

Bitcoin Momentum Index — chart and numeric BMI

Free with an account

The numeric reading, the two-year chart, the four horizons behind it and every regime the index has called.

Registration takes an email or a Nostr key, and either way 7 days of VIP come with it.

How the index is built

BMI = mean of volatility-scaled log-returns over 30 / 60 / 90 / 180 day horizons, with σ taken from the trailing 365 days. Sign tracks the sign of price change; magnitude is in units of typical volatility. Regime flips require a 3-day persistence pass and a Kaufman efficiency ratio above 0.4 (overridden when |BMI| > 1.5, or when BMI holds past the flip threshold for 5 straight days). Hysteresis keeps the regime sticky once entered. Recomputed daily at 00:15 UTC from canonical daily closes.

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