Valuation Model ETH [MarktQuant]

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The "ETH Valuation Model" is a targeted tool for Ethereum (ETH) valuation, blending 12 key metrics into a composite z-score to pinpoint overbought or oversold conditions. It covers price, MVRV, SOPR, Sharpe, Sortino, Omega, Risk Index, Active Addresses, Supply Profitability, RSI, VDD, and VWAP, offering a robust snapshot of ETH’s market state. With a customizable table, candlestick coloring, plotted z-scores, background highlights, and DCA signals, it’s built for Ethereum traders seeking actionable insights.

Key Features
Z-Score Framework: Normalizes 12 ETH metrics over a user defined lookback, with user toggle options.
Average Z-Score: Combines active metrics into a smoothed signal .

Visuals

• Table with gradient z-score cells.
  
• Candlestick colors shifting from cyan to yellow and yellow to red .
  
• Plottable z-scores with distinct gradients.
  
• Green/red background for SDCA zones, plus diamond markers (green below, orange above).
  
• Valuation Tiers: Seven levels from "Strongly Undervalued" (≤ -2) to "Strongly Overvalued" (< 2).
  
• DCA Triggers: Oversold at -1.5, overbought at 1.7 (adjustable by the user).
  

Inputs

• Backtest: Enable filter and set start date.
  
• Length: 365 days for z-scores.
  
• SDCA: Out (1.7), In (-1.5).
  
• Extras: Bar colors, background highlights, labels, symbols, table position.
  
• Include: Toggle 13 metrics.
  
• Plots: Show z-scores and average.
  
• EMA: Smoothing length (1).
  

Calculations

• Z-scores measure deviations from the mean.
  
• Metrics like Risk (Delta Cap), and VDD add depth.
  
• Average z-score adjusts for active metrics, skipping unavailable data.
  

Usage
Apply to ETHUSD charts for valuation cues via table, plots, or DCA signals.
Best to use on daily timeframes.

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Phát hành các Ghi chú

Removed the MVRV Z-Score due to the unavailability of the MVRV data vendor.
Replaced with the Delta EMA Z-Score.
The Delta EMA is calculated by measuring the difference between the asset's price and its exponential moving average (EMA).