American Bitcoin Corp. (NASDAQ: ABTC)

Manhattan Crypto Capital ABTC Investment Mandate & Quantitative R&D

Institutional Bitcoin Infrastructure & Treasury Accumulation Framework

Quantitative Research Report | Manhattan Crypto Capital

Issue Date: May 26, 2026

Prepared By: Manhattan Crypto Capital Quantitative R&D Division

Time Horizon: 3–12 Months

Portfolio Classification: Bitcoin Infrastructure Growth Allocation

Volatility Classification: High

Executive Summary

American Bitcoin Corp. is currently trading within a statistically significant post-launch consolidation structure following an initial speculative expansion phase.

The chart structure reflects:

• Early-stage price discovery

• Volatility compression

• Declining downside momentum

• Institutional stabilization near primary accumulation support

• Bitcoin beta correlation dynamics

Current structure suggests ABTC is transitioning from:

• speculative momentum exhaustion

  
  

  into

• structured reaccumulation behavior.

The primary quantitative thesis remains tied directly to:

• Bitcoin macro trend continuation

• crypto liquidity expansion

• institutional Bitcoin adoption

• leveraged equity beta to BTC upside

ABTC currently trades near the MCC primary accumulation framework, where asymmetrical upside materially outweighs modeled downside risk.

Market Regime Classification

Metric	Classification
Market Regime	Early Reaccumulation
Trend Structure	Neutral-Bullish
Volatility Regime	High
Momentum State	Stabilizing
Institutional Participation	Developing
BTC Correlation	Very High
Speculative Interest	Elevated
Recovery Probability	Moderate-High

MCC Quantitative Scoring Framework

Factor	Weight	Score
Trend Structure	20%	66
Momentum Quality	15%	61
Relative Strength vs BTC	10%	74
Volume Confirmation	10%	67
Buy-Zone Integrity	10%	86
Fibonacci Confluence	10%	81
Volatility Compression	10%	78
Institutional Rotation	10%	72
Risk/Reward Efficiency	5%	92

Composite Quantitative Score: 74 / 100

MCC Conviction Rating: B+ Moderate-High Conviction

Statistical Probability of Success: 71%

Technical Structure Analysis

ABTC remains inside a compressed consolidation structure following its initial expansion wave into the $1.30 resistance region.

The current structure displays:

• declining selling pressure

• narrowing volatility range

• support stabilization near $1.03

• repeated defense of institutional buy-zone levels

• improving accumulation behavior

Price currently remains above:

• BZ1 institutional support

• macro launch support structure

• downside exhaustion threshold

The chart favors:

• continued consolidation followed by breakout continuation

  
  

  provided Bitcoin itself remains in a bullish macro regime.

Fibonacci & Buy-Zone Framework

Zone	Price Level	Classification
BZ1	$1.03	Primary Accumulation
BZ2	$0.9247	Deep Value Zone
BZ3	$0.7685	Capitulation Support

Key Resistance Levels

Resistance Zone	Significance
$1.20	Near-Term Resistance
$1.30	Expansion Trigger
$1.43	Momentum Breakout Zone
$1.60	Institutional Rotation Target
$1.86	MCC Price Target

Volatility & Risk Metrics

Metric	Reading
Estimated Beta	Very High
BTC Correlation	Extremely High
Liquidity Risk	Moderate
Drawdown Risk	High
Volatility Compression	Improving
Upside Convexity	High

Probability Matrix

Scenario	Probability
Bullish Continuation	45%
Sideways Consolidation	35%
Bearish Breakdown	20%

Investment Entry, Exit & ROI Scenarios

Worst-Case Scenario (BZ1 Only Fills)

Field	Value
Accumulation Prices	BZ1 – $1.03 only
DCA Avg Entry	$1.03
Exit Price	$1.86
Capital Deployed	$1,000
P&L ($)	≈ $806
ROI (%)	≈ 80.6%
Probability	35%
Notes	Primary support holds before BTC-driven breakout

Base-Case Scenario (BZ1 & BZ2 Fill)

Field	Value
Accumulation Prices	BZ1 – $1.03 / BZ2 – $0.9247
DCA Avg Entry	≈ $0.981
Exit Price	$1.86
Capital Deployed	$1,000
P&L ($)	≈ $896
ROI (%)	≈ 89.6%
Probability	45%
Notes	Highest-probability accumulation pathway during BTC consolidation

Avg Entry Calculation

(400 × $1.03 + 350 × $0.9247) ÷ 750 = $0.981

Best-Case Scenario (BZ1–BZ3 All Fill)

Field	Value
Accumulation Prices	BZ1 – $1.03 / BZ2 – $0.9247 / BZ3 – $0.7685
DCA Avg Entry	≈ $0.928
Exit Price	$1.86
Capital Deployed	$1,000
P&L ($)	≈ $1,004
ROI (%)	≈ 100.4%
Probability	20%
Notes	Full capitulation retest before Bitcoin expansion cycle resumes

Avg Entry Calculation

(400 × $1.03 + 350 × $0.9247 + 250 × $0.7685) ÷ 1000 = $0.928

Portfolio Role Classification

Role	Classification
Portfolio Function	Bitcoin Beta Growth
Risk Profile	High
Allocation Style	Speculative Growth
Institutional Theme	Bitcoin Infrastructure
Suitable Strategy	Swing Position Trade

MCC Investment Committee Consensus

Category	Rating
Quantitative Rating	Bullish Accumulation
Risk Committee Rating	Elevated Volatility
BTC Macro Desk	Constructive
Institutional Rotation Desk	Early Reaccumulation
Final MCC IC Decision	Accumulate on Weakness

CEO Commentary

Manhattan Crypto Capital Identifies American Bitcoin Corp. as a High-Beta Bitcoin Infrastructure Recovery Opportunity

“American Bitcoin Corp. represents an emerging high-beta Bitcoin infrastructure allocation trading within a statistically favorable accumulation framework. The chart structure currently reflects stabilization following speculative launch volatility, while maintaining strong correlation leverage to Bitcoin’s macro cycle.

Within Manhattan Crypto Capital’s quantitative framework, asymmetric opportunities emerge when downside volatility compresses while Bitcoin macro liquidity conditions remain favorable.

ABTC remains a speculative allocation and should be treated within disciplined position sizing parameters. However, the current structure presents improving recovery probabilities relative to downside risk.”

Zaid Khan

CEO, Manhattan Crypto Capital

Managing Partner, Manhattan Global Partners

Final MCC Recommendation

MCC Rating: ACCUMULATE GRADUALLY

Preferred Strategy:

• Accumulate during weakness

• Maintain strict risk sizing

• Use staged DCA entries

• Monitor Bitcoin macro structure closely

Preferred Time Horizon:

3–12 Months

Risk Classification:

High Volatility Bitcoin Beta Allocation

Manhattan Crypto Capital Disclaimer

This report is provided for informational and educational purposes only and does not constitute investment advice, financial advice, legal advice, tax advice, or a solicitation to buy or sell any security, cryptocurrency, or financial instrument.

Manhattan Crypto Capital is a quantitative research and investment organization focused on probabilistic modeling, institutional market structure analysis, and risk-managed capital allocation frameworks. All forecasts, projections, probability assessments, and scenario analyses contained herein are speculative in nature and subject to significant market, macroeconomic, liquidity, volatility, and execution risks.

Past performance does not guarantee future results. Digital assets, equities, leveraged instruments, derivatives, REITs, fixed income products, and emerging technology securities involve substantial risk, including the potential loss of principal. Investors should conduct independent due diligence and consult licensed financial professionals before making investment decisions.

All probability scores, quantitative ratings, ROI scenarios, and market classifications represent internal modeling assumptions derived from Manhattan Crypto Capital methodologies and should not be interpreted as guarantees of future performance.

Capital preservation remains the highest priority within the Manhattan Crypto Capital risk management framework.