MCC Quant Research #ETHUSD
- Dec 29, 2025
- 2 min read
Asset: Ethereum / U.S. Dollar
Timeframe: Monthly
Vehicle Role: Core Crypto Asset
Fund Mandate: Crypto Engine (Asymmetric Growth Core)
Issue: December 27, 2025
1. Market Regime & Quant Score
Market Regime: Corrective within Primary Bull Cycle
Total Quant Regime Score: 72 / 100
Fear / Greed Quant State:
Neutral → Mild Fear
Rejection from macro sell zone ($4,700–$5,000)
Pullback toward rising long-term trend support
Interpretation: Ethereum remains in a structural bull market, but is currently undergoing a healthy corrective retracement after rejection at historical resistance. Higher-lows remain intact above the rising macro trendline, preserving long-term bullish structure.
2. MCC Portfolio Context
Engine Role: Crypto Engine (Primary mandate asset)
Volatility Behavior: High but cyclical; historically deep drawdowns followed by exponential expansions
Rotation Logic:
Accumulate ETH during fear/compression
Trim during greed/extension
Engine Interaction:
Gains rotate into private credit and gold during overheated phases
Private credit yield redeployed into ETH buy zones
3. BUY SCENARIO — Long-Only Accumulation
(Aligned with Graham's margin of safety + MCC valuation bands)
Valuation Framework (3-Tier)
Level | Price Zone | Meaning |
Fair Value | $1,800 – $2,200 | Trend support / neutral valuation |
Intrinsic Value | $1,050 – $1,250 | High-probability accumulation zone |
Deep Discount | $400 – $500 | Cycle-reset / maximum asymmetry |
Buy Zones (from chart)
Primary (Intrinsic): ~$1,050
Secondary (Deep Discount): ~$410
Acquisition Quality Rating: 88 / 100
Example Allocation ($1,000 notional):
$600 at $1,050
$400 at $410
4. SELL / RISK-OFF SCENARIO (NO SHORTS)
Sell Zones:
Trim Zone: $4,700 – $5,000
Greed / Extension: $11,600 – $11,800
Purpose:
Reduce volatility
Lock asymmetric gains
Rotate into private credit, gold, or equities
Capital Destination: Private Credit (yield compounding) → Gold (hedge) → Equities (buffer)
5. Cycle-Based ROI Bands
Scenario | Price Range | Estimated ROI |
Bear / Sideways | $1,200 – $2,000 | -20% to +25% |
Base Case | $4,700 – $5,000 | +120% to +350% |
Bull Expansion | $11,600+ | +800% to +2,000% |
6. Risk Profile
Volatility: High
Drawdown Risk: 60–80% in crypto winters
Trend Strength: Primary uptrend intact
Success Probability: 70–85%
MCC mapping: Late correction → early rise
Total Risk Score: 84 / 100
7. MCC Quant Rules Applied
Long-only, no emotional trades
Accumulate fear, trim greed
Rotate gains into yield engines
Maintain cash as a tactical weapon
Respect macro trend structure
8. Strategic Interpretation (MCC Risk Mandate)
If ETH holds $1,800–$2,000: Light adds only
If ETH reaches ~$1,050: Aggressive accumulation
If ETH drops to ~$400: Maximum allocation zone
If ETH exceeds $5,000: Trim 30–50%, rotate capital
9. One-Liner
Ethereum is in a macro bull correction. MCC accumulates ETH into intrinsic value zones and rotates greed-phase gains into yield and hedges.
⚠️ 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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