Model
Model
Weight Computation
Documents default weight computation inputs, model properties, and behavior.
This page documents the default MVRV + 200-day moving-average model used for Stacking Sats daily signals.
The model computes dynamic DCA weights by combining valuation and trend features, then normalizing allocations over the selected window.
Signal Inputs
- MVRV z-score
- Price vs 200-day moving average
- 4-year cycle percentile
- MVRV momentum and confidence modifiers
- Volatility dampening
Key Properties
- Weights sum to 1.0 per window (within tolerance).
- Minimum weight floor prevents zero-allocation gaps.
- Results are deterministic for identical inputs.
- Past computed weights remain fixed once calculated.