ECPI Ethereum Cycle Probability Index [Dynamic Weights]

ECPI — Ethereum Cycle Probability Index [Dynamic Weights]
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**Nome curto:**
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ECPI v1
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## DESCRIÇÃO

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🔷 **ECPI — Ethereum Cycle Probability Index**
*Purpose-built cycle navigation for Ethereum — not a BTC clone*

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**What is ECPI?**

ECPI is a composite probability oscillator (0–100) specifically calibrated for Ethereum's unique market dynamics. While most crypto indicators are built for Bitcoin and slapped onto ETH charts, ECPI was designed from scratch to account for ETH's higher beta, compressed valuation cycles, shorter euphoria windows, and its critical relationship with the ETH/BTC ratio.

It combines 9 adaptive sub-indicators — one more than its BTC counterpart — with a dynamic weight system that rebalances automatically based on market regime.

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**Why ETH Needs Its Own Indicator**

Ethereum is not Bitcoin with a different logo. Key differences that ECPI accounts for:

→ **Higher Beta (~1.3-1.5x)** — ETH amplifies both rallies and crashes. ECPI widens its liquidation thresholds and increases DXY sensitivity by 30% compared to BTC models.

→ **Compressed MVRV Cycle** — ETH historically tops at ~2.5x realized value vs BTC's ~3.7x. ECPI uses a steeper sigmoid curve that triggers overextension warnings earlier.

→ **Shorter Euphoria Windows** — ETH bull peaks are faster and sharper. The Euphoria Detector activates at 10 consecutive bars above MA50 (vs 12 for BTC).

→ **ETH/BTC Ratio as 9th Sub-Indicator** — The ratio is the single best predictor of ETH-specific cycle turns. Parabolic ETH/BTC = final days of alt season. Bleeding ETH/BTC at support = generational accumulation zone.

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**🧬 9 Sub-Indicators**

1️⃣ **Global Liquidity M2** — DXY inverse proxy with 1.3x beta multiplier for ETH's higher sensitivity to macro liquidity
2️⃣ **MVRV Z-Score** — Continuous sigmoid with steeper curve: penalizes overextension 25% earlier than BTC models
3️⃣ **On-Chain Composite** — SOPR + NVT proxy via price/volume dynamics
4️⃣ **Wyckoff Composite Man** — Phase detection with accelerated late-stage top recognition (ETH distributes faster)
5️⃣ **Liquidation Heatmap** — Wider thresholds (±20% vs ±15%) reflecting ETH's larger typical drawdowns
6️⃣ **ETF & Institutional** — Volume-based proxy with reduced weight (ETH ETF flows are smaller than BTC)
7️⃣ **Momentum & Divergence** — RSI + MACD with bearish/bullish divergence scanner
8️⃣ **Fear & Greed + Euphoria Detector** — Accelerated complacency detection (10-bar trigger)
9️⃣ **ETH/BTC Ratio** ⭐ — The exclusive sub-indicator. Tracks ETH relative valuation vs BTC using MA50/MA200 crossovers and momentum on the ratio itself

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**⚡ Dynamic Weight System**

Weights shift automatically between Bear and Bull regimes:

| Sub-indicator | Bear | Bull | Why |
|----------------|-------|-------|-----------------------------------------|
| MVRV | 10% | 20% | Catches overextension at ETH tops |
| Momentum/Div. | 6% | 14% | Divergences dominate at cycle peaks |
| M2 Liquidity | 20% | 14% | Macro liquidity defines bear bottoms |
| ETH/BTC Ratio | 12% | 9% | Undervaluation signal strongest in bear |

Enable "Show Dynamic Weights" to see a real-time table of all weights, scores, and detected regime.

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**📖 How to Read**

🟢 **70–100** — Strong bullish probability → Accumulation zone for ETH
🟢 **55–70** — Bullish bias → Favorable risk/reward
🟡 **45–55** — Neutral → Wait for confirmation
🟠 **30–45** — Bearish bias → Reduce ETH exposure
🔴 **0–30** — Strong bearish probability → Distribution / risk-off

**Key signals:**
- ECPI **turns down from green zone** → ETH likely peaking, take profits
- ECPI **turns up from red zone** → ETH likely bottoming, accumulate
- 🔻 **Red triangle** → Bearish divergence (momentum fading while price rises)
- 🔺 **Green triangle** → Bullish divergence (selling exhaustion)
- **ETH/BTC sub going parabolic** (visible with "Show Sub-Indicators") → Final stage of alt season

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**⚙️ Settings**

| Parameter | Default | Description |
|---------------------|---------|------------------------------------------|
| EMA Smoothing | 3 | Signal smoothing |
| MVRV Proxy Length | 365 | Realized price proxy window |
| M2 Proxy Length | 70 | Liquidity lag |
| Top Sensitivity | 1.0 | Top detection aggressiveness |
| Divergence Lookback | 14 | Divergence comparison window |
| ATH Gravity Factor | 1.5 | Penalty near all-time highs |
| ETH/BTC Ticker | BINANCE:ETHBTC | Source for ratio data |
| ETH/BTC Signal Str. | 1.0 | How much the ratio influences ECPI |

**Recommended:** Weekly or Monthly timeframe. For monthly, set Top Sensitivity to 1.2.

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**🔔 6 Alert Conditions**

- ECPI crosses above/below 70 and 30 (strong signals)
- ECPI crosses above/below 50 (bias shift)
- Bearish / Bullish divergence detected

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**⚠️ Disclaimer**
Educational tool only. Not financial advice. Uses proxy data for sub-indicators. Past performance ≠ future results. DYOR.

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**Tags:** Ethereum, ETH, Cycle, Probability, MVRV, Wyckoff, ETH/BTC, Alt Season, Macro, Accumulation, Distribution, Dynamic Weights, Divergence, Composite

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## CATEGORIAS

- **Category:** Oscillators
- **Tags:** ethereum, eth, cycle, probability, altseason, ethbtc, wyckoff, mvrv, macro, composite