MCC Quant Research #COIN
- Dec 29, 2025
- 2 min read
Asset: Coinbase Global Inc (NASDAQ: COIN)
Timeframe: 3-Month (Primary) / Weekly (Support)
Vehicle Role: Crypto Engine / Exchange Infrastructure
Fund Mandate: Asymmetric Crypto Proxy
Issue: December 28, 2025
1. Market Regime & Quant Score
Market Regime: Correction (Decline Phase with Fear Compression)
Total Quant Regime Score: 55 / 100
Fear / Greed Quant State: High Fear (Drawdown ~60-70% from highs, channel lower)
Interpretation: Price in downchannel post-greed extension; momentum bearish, structure weak but potential base forming. Asymmetry is moderate for reset.
2. MCC Portfolio Context
Role inside MCC engines: Crypto Engine core (exchange platform).
Volatility Behavior: Extreme (Crypto-linked; 80%+ drawdowns).
Rotation Logic: Accumulate deep fear; trim rebounds.
Interaction with other engines: Direct crypto mandate; rotate to private credit/gold.
3. BUY SCENARIO — Long-Only Accumulation
Buy Zones:
Primary: $144–$170 (Lower channel support)
Secondary: $55–$85 (Deep reset)
Technical + Behavioral Justification: Zones at channel floor, capitulation potential; fear signals asymmetry.
Acquisition Quality Rating: 68/100 (Strong in reset).
Example Allocation ($1,000 notional):
Primary Zone: $600
Secondary Zone: $400
4. SELL / RISK-OFF SCENARIO (NO SHORTS)
Sell Zones:
Trim: $263–$444 (Upper resistance/greed)
De-Risk: $814+ (Extension)
Purpose (trim/rotate): Capture rebounds; mitigate decline.
Capital Destination: Private credit (10–15% yield compounding) or gold.
5. Cycle-Based ROI Bands
Cycle | Target Range | Est. ROI |
Bear / Sideways | $100–$200 | -50%–+0% |
Base Case | $263–$444 | +100%–+200% |
Bull Expansion | $814–$2095 | +300%–+800% |
(From ~$237; crypto cycle tied).
6. Risk Profile
Volatility: Extreme (~70%+ annualized)
Drawdown Risk: 80–95%
Trend Strength: Weak (Down channel)
Success Probability: 50–70% (Decline; bottom potential)
Total Risk Score: 62 / 100
Fundamental Health Check:
Cash & Equivalents: Strong (Robust reserves).
Total Debt: Moderate.
Revenue Trend: Growth acceleration.
Profitability: Positive FCF ($3.1B FY2024; $710M Q3 2025 +42% YoY).
Overall: Cyclical exchange; strong OCF supports growth.
7. MCC Quant Rules Applied
Accumulate fear in the crypto core.
Recycle private credit yields (12–15% APY quarterly) into zones.
Trim rebounds; rotate hedges.
Tactical is in decline.
8. Strategic Interpretation (MCC Risk Mandate)
If holds $144–$170: Staged accumulation.
If breaks $55–$85: Defensive; gold hedge.
If rebounds $263+: Trim 50%; recycle.
If crypto downturn: Full hedges; pause.
9. One-Liner
$COIN in fear decline MCC accumulates base asymmetry, rotates to yields.
⚠️ 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.
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