MCC Quant Research #BTCUSD

Asset: Bitcoin / U.S. Dollar

Timeframe: Weekly (Macro Cycle View)

Vehicle Role: Crypto Engine (Mandate Core)

Fund Mandate: Asymmetric Alpha + Cycle-Based Rotation

Issue: December 27, 2025

1. Market Regime & Quant Score

• Market Regime: Late-Rise → Early-Correction (Post-Greed Compression)

• Total Quant Regime Score: 74 / 100

• Fear / Greed Quant State:

  • Structural Greed Exhausted at ~$126k

  • Fear is building, but not capitulation yet

  
  

  Interpretation: Bitcoin rejected the macro sell zone (~$126k) and is retracing toward rising long-term trend support. Structure remains bullish long-term, but short-term distribution risk persists. This is a buy-the-fear, not chase-the-breakout regime.

2. MCC Portfolio Context

• Role inside MCC engines:

  • Core asymmetric growth engine

  • Primary volatility generator

• Volatility behavior: High (50–80% cyclical drawdowns normal)

• Rotation logic:

  • Trim into greed → recycle into private credit & gold

  • Redeploy into BTC during fear-based retracements

• Interaction with other engines:

  • Private credit yield (10–15% APY) funds BTC accumulation

  • Gold absorbs excess volatility during corrections

3. BUY SCENARIO — Long-Only Accumulation

Buy Zones (Hierarchical):

Zone	Price Range	Valuation Level
Buy Zone 1	$78k–$74k	Fair Value
Buy Zone 2	$56k–$53k	Intrinsic Value
Buy Zone 3	$44k–$40k	Deep Discount / Cycle Reset

Technical + Behavioral Justification:

• Confluence of:

  • Rising macro trendline

  • Prior breakout support

  • Historical cycle retracement bands (35–55%)

• The highest asymmetry exists below $56k, not at the current price.

Acquisition Quality Rating:

• $78k–$74k → 72/100

• $56k–$53k → 86/100

• $44k–$40k → 94/100

Example Allocation ($1,000 notional):

• $300 @ Zone 1

• $400 @ Zone 2

• $300 @ Zone 3

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

Sell / Trim Zones:

Zone	Action
$110k–$126k	Trim 30–40%
$160k–$200k	Aggressive de-risk
$203k–$236k	Cycle Greed Extreme

Purpose:

• Lock asymmetric gains

• Reduce drawdown risk

• Rotate capital into private credit + gold

Capital Destination:

• 60% Private Credit (compounding yield)

• 25% Gold

• 15% Cash (future redeploy)

5. Cycle-Based ROI Bands

Scenario	Target Range	Est. ROI (from $78k avg)
Bear / Extended Correction	$52k–$56k	-28% to -33%
Base Case	$126k–$160k	+60% to +105%
Bull Expansion	$200k–$236k	+155% to +200%

6. Risk Profile

• Volatility: Very High

• Drawdown Risk: 35–55% (cycle-normal)

• Trend Strength: Strong (macro higher highs intact)

• Success Probability: 68–82%

  • Cycle stage adjusted

  • Structure intact, butthe greed was recently flushed

  
  

  Total Risk Score: 71 / 100

7. MCC Quant Rules Applied

• Crypto is accumulated only during fear or compression

• Levered exposure allowed only tactically, never as core

• Profits systematically rotated into:

  • Private credit yield

  • Gold hedge

• No ideological holding — perpetual rotation only

8. Strategic Interpretation (MCC Risk Mandate)

• If BTC holds $74k: Begin phased accumulation

• If BTC loses $70k: Pause, wait for the intrinsic value zone

• If BTC reaches $56k–$53k: Aggressive long-term buys

• If BTC reclaims $110k: Trim, not chase

• If BTC exceeds $200k: Major de-risk into yield engines

9. One-Liner

Bitcoin remains structurally bullish, but MCC deploys capital only in fear zones, not at greed extremes. #BTCUSD #ManhattanCrypto

⚠️ LEGAL DISCLAIMER (MANDATORY)

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 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.