AstravaQuant Independent systematic research
Published systems

Published trend systems

Trend and liquidity.

Dated, inspectable model readings for crypto trend, rate pressure, relative strength, and Federal Reserve liquidity.

Liquidity

Net Fed liquidity

A first-party calculation from public FRED series, updated on the Federal Reserve release schedule.

Latest net liquidity

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Loading FRED series
Formula WALCL - TGA - RRPONTSYD + H41RESPPALDKNWW + WLCFLPCL

All inputs are normalized to millions of U.S. dollars; reverse repo is converted from billions before calculation.

Awaiting aligned observations
Loading net liquidity history.

Loading component trends.

Source: Federal Reserve H.4.1 data via FRED. BTFP is retained for historical continuity and is zero after its discontinuation. This derived series is market context, not a trading signal or a recommendation.

Trend systems

Published trend state

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01 / Trend

Medium-Term Trend MTTPM

Five-day trend read built from a stack of trend-following indicators and oscillators.

Open Trend Family

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02 / Trend

Long-Term Trend LTTPM

Weekly trend read for the longer-horizon market structure.

Open Trend Family

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03 / Rates

Mortgage Rate Pressure Index (MRPI)

Weekly 10-year Treasury pressure model, classified from tightening to easing.

Methodology

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Relative Strength

SMPS

Pick an asset to inspect only its live relative-strength relationships.

Select A Crypto Asset

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Selected asset Waiting for SMPS feed

Loading asset-specific strength relationships.

SMPS compares relative strength; it is not an allocation model or a stand-alone portfolio instruction. The complete workbook coverage and dated diagnostics are on the Backtesting page.

Valuation

Bitcoin valuation composite

A compact 17-input Z-score composite with a versioned methodology record.

Valuation

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Valuation

A 17-input Z-score composite across fundamental, technical, and sentiment inputs. It describes relative historical condition, not a price target.

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Verified dates only

Expensive Value

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Publication Standard

One template across every public model.

Each model page should answer the same questions in the same order: current state, what it measures, how it works, inputs, construction, interpretation, historical series, backtest, limitations, and version history.

Open Methodology Open Backtesting