FRAKTAL·ICIOUS
Live reading
Model signal · updated 2026-08-25

Bitcoin MVRV ratio

Market value to realised value, scored as a cycle signal

On 2026-08-25 the Fraktalicious cycle model scored MVRV at +0.379 — constructive — and gave it an effective weight of 0.100. That is a contribution of +0.0379 to the day's raw composite of −0.0060, the largest of the 15 signals carrying weight today.

MVRV ratio
1.484
37.6% of the 5,051 days on record are lower
Signal score
+0.379
on the model's −1 to +1 scale · higher than 60.4% of its own graded history
Effective weight
0.100
regime-scaled · 0.051 on average since 2012-10-27
Contribution today
+0.0379
rank 1 of 15 active signals

What MVRV is

MVRV is Bitcoin's market capitalisation divided by its realised capitalisation. Realised cap values every coin at the price of the block in which it last moved, so it behaves like an on-chain cost basis for the whole supply rather than a spot valuation.

The ratio is therefore a measure of aggregate unrealised profit. MVRV of 2 means the average coin in existence is worth twice what it last changed hands for. Historically cycle tops have printed high MVRV and cycle bottoms have printed MVRV near or below 1 — the point at which the average holder is underwater.

How this model uses it

This model does not score MVRV against fixed thresholds, because the level that marked a top last cycle has not marked one since. Each completed cycle has peaked at a lower MVRV than the cycle before it, so a fixed ceiling is a rule that worked once and then quietly stopped firing. The signal is percentile-normalised instead: what matters is where today's ratio sits against its own trailing distribution, not against a number somebody wrote down in a previous cycle.

MVRV belongs to the model's level family — the signals that answer “how expensive is this” rather than “what is it doing right now”. Level weights are regime-scaled: they are damped hard during a mid-bull advance, where elevated valuation is normal and not a sell, and restored as price approaches the all-time high, where the same reading is evidence. That is why the effective weight shown above moves from day to day while the base weight does not.

The score above is on the model's internal −1 to +1 scale, where positive is constructive for accumulation and negative is cautionary. It is multiplied by the effective weight to give the contribution — the actual amount this one metric pushed today's composite.

Measured on this site's own frozen history, the peak reading of each completed cycle was 5.884 in 2013 (2013-11-18), then 4.717 in 2017 (2017-12-07), then 3.958 in 2021 (2021-02-21). Today's reading is 1.484. The current cycle is not finished, so it is not in that list — a running high is not a peak until the cycle that contains it is over.

Where today sits in its own history

Every figure in this table is measured over the model's full graded replay — 5,051 days from 2012-10-27 to 2026-08-25 — and re-measured on every daily refresh.

MeasureValue
Score today+0.379
Percentile of that score in its own history60.4%
Most constructive reading on record+0.957 · 2014-11-01
Most cautionary reading on record−0.884 · 2021-03-11
Days it carried weight5,051 of 5,051
Share of those days its score changed97.8%
Mean effective weight, over the days it was active0.0505
Share of all weight the model assigned, averaged over every day8.9%

For reference, the raw series has ranged from 0.564 (2015-01-14) to 5.884 (2013-11-18) across 5,051 days.

What this does not tell you

The composite this metric feeds cut maximum drawdown in 18 of 18 walk-forward folds (the year and cycle folds tile the same span, so they are not independent of each other; this is a consistency check, not proof of timing skill). It beat buy-and-hold on return in 11 of 18 of those folds, which is close to a coin flip. Drawdown reduction is the claim this project stands behind; return is not.
Figures on this page are regenerated from the graded replay on every daily data refresh. If you are citing one, cite it with its date — it will have moved by the time anyone reads you.
Fraktalicious Research · Metric index · Call ledger · Briefing archive · Free widget & API · Privacy
Published research on a fixed schedule, identical for every reader. Nothing here is financial advice, nothing here is personalised, and nothing here is a price prediction.