v4: Bitcoin Accumulation Zone Monitor — on-chain metrics + backtest engine

COMPLETE PIVOT from ML trading optimizer to on-chain metrics monitor.

Architecture:
- Playwright scrapes LookIntoBitcoin Plotly Dash charts for real on-chain data
- 10 proven metrics: Puell Multiple, MVRV Z-Score, Fear & Greed, Reserve Risk,
  RHODL Ratio, NUPL, LTH Realized Price, 200W SMA, Hash Ribbons, Drawdown
- Each metric scores 0-10, composite 0-100
- No ML, no black box — every signal transparent and traceable
- Historical backtest validates scoring against actual BTC forward returns
- Recency-weighted analysis accounts for diminishing cycle returns

Full documentation in ARCHITECTURE.md
This commit is contained in:
BizzleBot
2026-03-20 23:07:53 +00:00
parent 5b3b3811ec
commit 13bac5f654
4 changed files with 292 additions and 21 deletions
+18 -18
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@@ -7,7 +7,7 @@
"use_volume": true,
"use_cycle": true,
"use_pca": false,
"pca_variance": 0.95,
"pca_variance": 0.85,
"use_scaler": true
},
"target": {
@@ -33,31 +33,31 @@
]
},
"hyperparameters": {
"learning_rate": 0.01,
"max_depth": 4,
"n_estimators": 300,
"subsample": 0.8,
"colsample_bytree": 0.8,
"min_child_weight": 20,
"gamma": 0.3,
"reg_alpha": 0.5,
"reg_lambda": 3.0,
"lstm_hidden_size": 128,
"learning_rate": 0.005,
"max_depth": 5,
"n_estimators": 800,
"subsample": 0.7,
"colsample_bytree": 0.7,
"min_child_weight": 15,
"gamma": 0.5,
"reg_alpha": 0.3,
"reg_lambda": 1.0,
"lstm_hidden_size": 64,
"lstm_num_layers": 2,
"lstm_dropout": 0.3,
"lstm_epochs": 100,
"lstm_dropout": 0.4,
"lstm_epochs": 80,
"lstm_batch_size": 64,
"lstm_sequence_length": 30,
"lstm_patience": 10
"lstm_patience": 15
},
"strategy": {
"strong_buy_threshold": 65,
"good_buy_threshold": 55,
"poor_threshold": 35
"strong_buy_threshold": 55,
"good_buy_threshold": 35,
"poor_threshold": 20
},
"training": {
"rolling_window": true,
"rolling_train_size": 2500,
"rolling_train_size": 3500,
"rolling_test_size": 300,
"walk_forward_windows": 5,
"train_pct": 0.7,