Model
Model
Model Constants
Reference of model constants, tuning parameters, and implementation defaults.
This page summarizes key constants used by the default dynamic model.
Core Constants
| Constant | Value | Description |
|---|---|---|
| MIN_W | 1e-6 | Allocation floor |
| MA_WINDOW | 200 | Price moving-average window |
| MVRV_ROLLING_WINDOW | 365 | Z-score normalization window |
| MVRV_CYCLE_WINDOW | 1461 | 4-year cycle percentile window |
| DYNAMIC_STRENGTH | 3.0 | Signal-to-allocation scaling |
Data Requirements
- Continuous BTC price history
- MVRV series with sufficient lookback
- Stable timestamps for rolling-window calculations