The wait is over! Introducing... 🥁 Bitcoin Quantile Model v2. You'll definitely want to bookmark this post and follow it for regular model updates. After months of research and development, I'm incredibly proud of this model—my flagship quantile framework. I believe it's one of the best—if not the best—long-term Bitcoin investment frameworks available. As a full-time, unpaid Bitcoin researcher, I'm often asked how to best support my free content. Just bookmark, retweet, and comment on my posts :) Thanks for your continued support! — PlanC Key Features and Improvements: 1. Quantile lines never cross—a mathematical impossibility. 2. Cycle length is agnostic. 3. Over 133,000 data points and 1,500 lines of code. 4. Fit and store 999 quantiles (τ = 0.001–0.999, with a step size of 0.001) and determine the quantile to which the most recent price is closest. 5. Fit two primary decay functions (stretched exponential decay and exponential decay) and select the best fitting function using the AIC of the quantile fit. Use Akaike weights to determine the best supported model. Akaike weights (based on AIC): Stretched exponential decay: 96.4% Exponential decay: 3.6% 6. Segmented quantile regression - linear + stretched exponential decay (non-linear).
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