MosaicMix V3 | QuantEdgeB

21 ก.พ.

Introducing MosaicMix V3 by QuantEdgeB

🔹 Overview
MosaicMix V3 is an advanced multi-dimensional trend-following indicator designed for investors, traders, and analysts looking to assess market cycles, identify strategic entry/exit points, and optimize risk management. This system integrates on-chain data, macroeconomic insights, and technical analysis into a unified scoring model to provide a data-driven approach to market decision-making.

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🛠️ Who is it for?

✔ Long-Term Investors – Helps in understanding deep-cycle valuation trends for Bitcoin and other assets highly influenced by global macroeconomic dynamics.
✔ Swing & Position Traders – Offers trend-based buy and sell signals, combining risk-adjusted momentum with on chain indicators.
✔ Risk-Averse Traders – Uses a systematic approach to risk quantification, making it useful for those aiming to avoid high-risk trades.
✔ Long-Term Horizon – Tailored for those managing positions over months to years, particularly in global risk assets like Bitcoin, where macroeconomic and market cycle dynamics play a crucial role.

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🔑 Key Features

✔ 📊 On-Chain Intelligence – Incorporates fundamental blockchain metrics, including MVRV momentum, profit/loss ratios, and MVRV Rate of Change, to assess valuation trends and market strength.

✔ 🌍 Macro & Risk Integration – Uses global economic indicators such as China’s equity index, PMI data, Baltic Dry Index, and the Silver-to-BTC ratio to capture external market influences.

✔ 📈 Adaptive Trend Identification – Implements DEMA, WMA, and EMA smoothing techniques to refine trend direction and momentum shifts, reducing noise and improving trade reliability.

✔ 📏 Risk-Weighted Mosaic Model – Merges technical and fundamental indicators into a single, risk-adjusted composite score, enabling a structured assessment of market conditions.

✔ 🛠️ Customizable Inputs & Dashboard – Traders can adjust on-chain parameters, macro settings, and smoothing techniques, ensuring flexibility across different market environments.

✔ ⚡ Signal-Based Trading Alerts – Automatic buy/sell signals triggered based on risk conditions and on-chain trend changes, with real-time alerts for trade execution.

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🔍 How It Works

1️⃣ On-Chain Market Evaluation – The system derives trend momentum using MVRV momentum, profit/loss ratios, and MVRV Rate of Change (RoC) to assess underlying market movements.

2️⃣ Macroeconomic Risk Mosaic – A composite Z-score model evaluates external influences like equity performance, supply metrics, and commodity ratios to refine long-term positioning.

3️⃣ Risk-Adjusted Filtering – The model smooths signals with exponential averaging and volatility normalization to ensure stable and consistent trade execution.

4️⃣ Unified Signal Scoring – The final signal integrates on-chain data and macro risk factors into a single trend indication, highlighting favorable long or short opportunities.

5️⃣ Visual & Data Dashboard – The embedded dashboard provides real-time updates on macro risk, on-chain trends, and technical positioning to inform decision-making.

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Behaviour across Crypto Majors

BTC


ETH


SOL



Note: Past behaviour/performance is not indicative of future results. Always conduct thorough testing and risk management before making trading decisions.

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Signal Generation

✅ Long Signals:
A Long Signal is triggered when the Final Section in the dashboard is positive, indicating a favorable macro and on-chain environment.
✅ Short Signals:
A Short Signal (or Cash Mode) is triggered when the Final Section turns negative, signaling potential downside risk or unfavorable conditions.

- Signal confirmation is visually represented through color changes on the chart, with bullish (long) and bearish (cash) states clearly distinguished.
- When Label Display is turned off, the signals "Long" and "Cash" will still appear directly on the chart to ensure clear trade visibility.

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⚙️ Default Settings

🔹 On-Chain Section:
- MVRV Momentum: 20 (DEMA)
- MVRV WMA Smoothing: 300
- Profit/Loss Lookback: 50
- MVRV RoC Period: 110

🔹 Macro Section:
- RSI Length: 30
- China Equity Index Length: 40
- BTC Supply Length: 40
- Silver Ratio Length: 40
- Baltic Dry Index Length: 60
- SOPR Length: 150
- RiskMosaic Smoothing: 24

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Conclusion

MosaicMix V3 is a powerful fundamental trend-following system that merges on-chain analysis, macroeconomic insights, and technical momentum into a comprehensive risk-adjusted model. It is particularly well-suited and optimized for Bitcoin and macro-aware traders, but can also be applied to other assets with sufficient historical data.

Whether you are an investor seeking long-term value signals, a trader optimizing for risk-adjusted trend entries, or an analyst monitoring multi-dimensional market conditions, MosaicMix V3 provides a systematic, structured approach to market navigation.

🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.

23 ก.พ.

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Deep Dive: How MosaicMix V3 Works & Why It Matters

MosaicMix V3 is built on the principle that no single indicator can fully capture market dynamics. Financial markets are complex, driven by a combination of investor psychology, liquidity cycles, macroeconomic conditions, and asset-specific fundamentals. Each of these elements contributes to market trends, but individually, they lack the complete picture.

By merging on-chain, macroeconomic, and technical indicators, MosaicMix V3 creates a multi-layered valuation model that can detect trend strength, exhaustion points, and shifts in capital flows with greater precision. Here's why each component is crucial:

🔵 On-Chain Data captures investor positioning and behavior trends, which is crucial for understanding where market participants are most exposed.
🟡 Macro Indicators track broader liquidity conditions, providing a lead on trend shifts before they appear in price action.
🟢 Technical Signals validate price trends and filter out market noise, ensuring timely execution of signals.

📌 The result:
✅ More reliable trend signals by integrating multiple independent factors.
✅ Stronger confidence in positioning since technical, on-chain, and macro data all reinforce decisions.
✅ Greater adaptability in different market conditions—whether the trend is speculative (retail-driven), liquidity-based (macro-driven), or structurally shifting (long-term cycle changes).

🚀 MosaicMix V3 isn't just a trading signal—it's an adaptive, multi-dimensional system designed to help navigating Bitcoin's ever-evolving market landscape.