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
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@@ -7,7 +7,7 @@
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"use_volume": true,
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"use_cycle": true,
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"use_pca": false,
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"pca_variance": 0.95,
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"pca_variance": 0.85,
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"use_scaler": true
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},
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"target": {
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@@ -33,31 +33,31 @@
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]
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},
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"hyperparameters": {
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"learning_rate": 0.01,
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"max_depth": 4,
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"n_estimators": 300,
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"subsample": 0.8,
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"colsample_bytree": 0.8,
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"min_child_weight": 20,
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"gamma": 0.3,
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"reg_alpha": 0.5,
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"reg_lambda": 3.0,
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"lstm_hidden_size": 128,
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"learning_rate": 0.005,
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"max_depth": 5,
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"n_estimators": 800,
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"subsample": 0.7,
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"colsample_bytree": 0.7,
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"min_child_weight": 15,
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"gamma": 0.5,
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"reg_alpha": 0.3,
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"reg_lambda": 1.0,
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"lstm_hidden_size": 64,
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"lstm_num_layers": 2,
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"lstm_dropout": 0.3,
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"lstm_epochs": 100,
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"lstm_dropout": 0.4,
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"lstm_epochs": 80,
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"lstm_batch_size": 64,
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"lstm_sequence_length": 30,
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"lstm_patience": 10
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"lstm_patience": 15
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},
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"strategy": {
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"strong_buy_threshold": 65,
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"good_buy_threshold": 55,
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"poor_threshold": 35
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"strong_buy_threshold": 55,
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"good_buy_threshold": 35,
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"poor_threshold": 20
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},
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"training": {
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"rolling_window": true,
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"rolling_train_size": 2500,
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"rolling_train_size": 3500,
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"rolling_test_size": 300,
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"walk_forward_windows": 5,
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"train_pct": 0.7,
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