Cycle Composite 3.6 Weighted

The Cycle Composite is a multi-factor market cycle model designed to classify long-term market behavior into distinct phases using normalized and weighted data inputs.
It combines ten key on-chain, dominance, volatility, sentiment, and trend-following metrics into a single composite output. The goal is to provide a clearer understanding of where the market may stand in the broader cycle (e.g., accumulation, early bull, late bull, or euphoria).

This version (3.4) introduces flexible weighting, trend strength markers, and additional context-aware signals such as risk-on confirmations and altseason flags.

Phases Identified:

The model categorizes the market into one of five zones:

Euphoria (> 85)

Late Bull (70 – 85)

Mid Bull (50 – 70)

Early Bull (30 – 50)

Fear (< 30)

Each phase is determined by a smoothed EMA of the weighted composite score.

Data Sources and Metrics Used (10 total):

BTC Dominance (CRYPTOCAP:BTC.D)

Stablecoin Dominance (USDT + USDC average) (inverted for risk-on)

ETH Dominance (CRYPTOCAP:ETH.D)

BBWP (normalized Bollinger Band Width % over 1-year window)

WVF (Williams VIX Fix for volatility spike detection)

NUPL (Net Unrealized Profit/Loss, external source)

CMF (Chaikin Money Flow, smoothed volume accumulation)

CEX Open Interest (custom input from DAO / external source)

Whale Inflows (custom input from whale exchange transfer data)

Google Trends Average (BTC, Crypto, Altcoin terms)

All inputs are normalized over a 200-bar window and combined via weighted averaging, where each weight is user-configurable.

Additional Features:

Phase Labels: Labels are printed only when a new phase is entered.

Bull Continuation Marker: Triangle up when composite makes higher highs and NUPL increases.

Weakening Marker: Triangle down when composite rolls over in Late Bull and NUPL falls.

Risk-On Signal: Green circle appears when CMF and Google Trends are both rising.

Altseason Flag: Orange diamond appears when dominance of "others.d" exceeds BTC.D and ETH.D and composite is above 50.

Background Shading: Each phase is shaded with a semi-transparent background color.

Timeframe-Aware Display: All markers and signals are shown only on weekly timeframe for clarity.

Intended Use:

This script is intended for educational and macro-trend analysis purposes.
It can be used to:

Identify macro cycle position (accumulation, bull phases, euphoria, etc.)

Spot long-term trend continuation or weakening signals

Add context to price action with external on-chain and sentiment data

Time rotation events such as altseason risk

Disclaimer:

This script does not constitute financial advice.
It is intended for informational and research purposes only.
Users should conduct their own due diligence and analysis before making investment decisions.