Proximity Premium (Volatility-Normalized)
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A mutatóról
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Proximity Premium measures BTC's price premium or discount to a cost basis weighted toward acquisition prices near spot, normalized by price volatility. It is a unitless score, rather than a USD gap or a percentage return.
Hogyan értelmezzük
Positive readings indicate a premium to the weighted cost; negative readings indicate a discount. A larger magnitude means a larger deviation on the model's volatility scale. The 2021 high was about 1.293 on January 7 and its low about -0.655 on July 19, illustrating both sides of that scale.
The score changes with the cost weighting and volatility normalization as well as price. It can move even when the raw percentage gap is similar. Do not read 1 as a 100% premium or assume the score follows a normal distribution with fixed turning-point probabilities.
- Gyakoriság
- Napi (UTC 00:00)
- Eszköz
- BTC
- Kategória
- On-chain mutatók
- Típus
- Egyetlen érték
- Adatok kezdete
- 2010-07-18
- Legfrissebb adatok
- 2026-10-28
GYIK
Why normalize a cost-basis premium by volatility?
The same percentage gap can be unusual in a quiet market and routine in a volatile one. Normalization puts the gap on a volatility-relative scale, though the result still depends on how that scale is estimated.
How does Proximity Premium differ from Proximity MVRV?
Proximity MVRV is the direct ratio of spot to weighted cost and centers on 1. Proximity Premium adjusts the deviation for volatility and centers on 0, so its numerical levels are not interchangeable with MVRV.
What range has Proximity Premium shown historically?
In the supplied history through October 17, 2026, the low was about -1.337 on August 2, 2011, and the high about 3.885 on October 8, 2010. Those are observed extremes, not theoretical bounds or future limits.
