BTC/USD

$64,956.03

VWAP Mean Reversion on 1H

Choppy

Updated: 2026-08-07 20:43 UTC

Current Regime

Choppy

Price

$64,956.03

ADX

19.1 (strong > 25)

Streak

1 days

Markov Regime Model

Dual-confirmation: 20-day return direction + ATR volatility filter

Markov Bull

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Markov Sideways

--

Markov Bear

--

Combined

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Loading Markov analysis...

Regime Distribution

1000 days (Jan 2020 → Jun 2026)

Uptrend

406 (40%)

Downtrend

212 (21%)

Crash Avoid

147 (14%)

Caution

202 (20%)

Choppy

33 (3%)

Price by Regime

Logarithmic BTC/USD with color-coded regime segments

Regime Timeline

Chronological regime transitions

Methodology

Regime is classified using two independent models:

  1. Indicator Engine — EMA crossover (3/15/50), ADX trend strength, ATR volatility, and 20-day returns. Outputs 5 regimes: uptrend, downtrend, crash_avoid, caution, choppy.
  2. Markov Engine — 20-day rolling return direction (bull/sideways/bear) combined with ATR volatility expansion filter. Requires both signals to agree for "trending" classification.

When both models agree, confidence is high. When they diverge (e.g., indicators say downtrend but Markov says choppy with contracting volatility), it signals a potential transition phase — the market may be losing momentum.

The combined regime distinguishes uptrend vs downtrend explicitly. Hysteresis requires 2 consecutive 4-hour checks (8h total) before switching.

Uptrend: EMA3 > EMA15 > EMA50, ADX > 25, price above EMA50 → EMA 3/15 trend-following
Downtrend: EMA3 < EMA15, ADX > 25, price below EMA50 → Exit to USDT
Crash Avoid: ADX > 30, ATR > 3.5%, price breaking key levels → Defensive exit
Caution: Mixed signals, ADX 15-25 → Stay flat
Choppy: ADX < 15, ATR < 2%, tight ranges → VWAP Mean Reversion on 1H