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MCC Quant Research #BTC

  • 19 hours ago
  • 3 min read

Updated: 14 hours ago

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Issue: December 19, 2025

Asset: Bitcoin / U.S. Dollar (BTCUSD — Coinbase)

Timeframe: Daily (HTF bias applied)

Vehicle Role: Core Digital Reserve Asset

Fund Mandate: Long-only, cycle-based accumulation




1. Market Regime & Quant Score


Weighted Quant Components (Daily, HTF-weighted):

  • MAs alignment: 48%

  • Price below fast MA and below declining structure; HTF trend under pressure.

  • DMI trend strength: 78%

  • Strong bearish directional dominance confirmed after rejection from the resistance.

  • Ichimoku cloud positioning: 80%

  • Price is firmly below the cloud; the cloud acts as heavy overhead resistance.

  • Momentum (MACD / Stochastic): 62%

  • MACD rolling bullish divergence attempt; stochastic bearish—reset phase.

  • Structure & trend integrity: 66%

  • Macro cycle structure intact, but local lower-high confirmed.

  • Volume/distribution: 70%

  • Precise distribution into sell zones; downside follow-through controlled.

  • RSI offset: -8%

  • RSI neutral-to-bearish, offering room for further downside before exhaustion.


Market Regime: Bearish Correction within Macro Bull CycleQuant Regime

Score: 72 / 100


Interpretation: BTC is in a confirmed corrective phase after rejecting multiple sell zones. This is a risk reset, not a macro-trend failure. MCC treats this phase as accumulation preparation, not momentum participation.



2. MCC Portfolio Context


BTC remains the core reserve asset of MCC’s digital allocation.

  • Role: Long-term monetary asset, collateral base, and cycle anchor.

  • Volatility & drawdown: High volatility; historical cycle drawdowns of 30–50% are normal within bull markets.

  • Exposure management:

    • Core position held through cycles.

    • Incremental capital is deployed only at liquidity-driven drawdowns.

  • Portfolio complement: BTC anchors all crypto exposure; levered or alt exposure is layered only after BTC stabilization.



3. BUY SCENARIO — Long-Only Accumulation


Buy Zone 1 (Primary): $72,600 – $72,735

  • Technical justification:

    • 28% retracement of prior impulse

    • Liquidity pocket and structural demand

    • Prior breakout retest

  • MCC deployment style: Staged / defensive


Buy Zone 2 (Secondary): $58,300 – $58,415

  • Technical justification:

    • 47% retracement

    • Prior cycle consolidation zone

    • Strong historical demand

  • MCC deployment style: Aggressive accumulation


Buy Zone 3 (Extreme / Tail Risk): $52,000 – $55,000 (not shown, historical)

  • Technical justification:

    • Deep-cycle reset zone

  • MCC deployment style: Opportunistic only



Example Capital Allocation ($1,000):

Zone

Allocation

Entry Range

Rationale

Primary

$400

$72.6k–$72.7k

Initial liquidity capture

Secondary

$400

$58.3k–$58.4k

Core cycle accumulation

Extreme

$200

$52k–$55k

Tail-risk asymmetry



4. SELL / RISK-OFF SCENARIO (NO SHORTS)


Sell Zone Cluster: $90,600 – $107,800

  • Purpose: Trim / de-risk / rebalance

  • Redeploy: Cash, bonds, or lower-volatility sleeves


Upper MCC Reference Targets:

  • $124,767 — Rotation target

  • $140,000 — Late-cycle distribution reference (not a forecast)


Statement: Sells are risk-management actions, not bearish bets.



5. Cycle-Based ROI Bands (MANDATORY)

Calculated from primary buy zone midpoint (~$72,670)

Cycle Regime

Target Range

Estimated ROI

Bear / Sideways

$72k – $88k

0% – 21%

Base Case

$98k – $108k

35% – 48%

Bull Expansion

$124k – $140k

70% – 93%



6. Risk Profile

  • Volatility: High

  • Drawdown Risk: ~45%

  • Trend Strength: Weak (short-term) / Strong (macro)

  • Success Probability: ~65–72%

  • Total Risk Score: 58 / 100


Hard Invalidation Rules:

  • Daily structure failure below $72,600 without reclaim

  • Weekly close below $58,300 signals deeper cycle reset



7. MCC Quant Rules Applied

  • Trade with macro cycle, not local momentum

  • Buy fear, never strength

  • Accumulate only at liquidity and structure

  • Trim exposure into resistance

  • BTC first, alts later

  • Preserve capital during corrective regimes


8. Strategic Interpretation (MCC Risk Mandate)

  • Now: No chasing; preparing capital for buy zones.

  • If price moves higher: Trim into resistance and rebalance defensively.

  • If price moves lower, deploy capital aggressively at defined buy zones if the structure holds.


No forecasts. If–then logic only.


9. Social Media One-Liner

MCC Quant view on #BTCUSD: corrective phase within a broader bull cycle, favoring disciplined long-only accumulation at liquidity-driven buy zones and risk-managed trims into resistance, supported by a Total Quant Score of 58/100 under MCC’s strategy and R&D investment framework.









⚠️ Legal Disclaimer

This content is quantitative research and technical analysis for educational purposes only and does not constitute financial advice, investment recommendations, or solicitation to trade. Investing in digital assets and securities involves risk, including potential loss of capital. Past performance does not guarantee future results. Always conduct your own research and consult a licensed financial professional before making investment decisions.

 
 
 

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