IU Proprietary Analysis

Trend & Price Forecasting

Future price movements (trend & cyclical price movements) are tend to form similar movements to the past. In our price forecasting model, (1) extract the trend of historical price movements by HP filter and identify N-shaped waveforms by dividing the trend among historical turning points, (2) find the similar N-shaped waveform to the past compared to the latest N-shaped waveform by morphological analysis, (3) forecast future price movements and trend by most similar N-shaped waveform. (Red solid line: Expected price trend starting from the latest inflection point, Blue solid line: Price fluctuation around the expected price trend, Gray: Expected increase / decrease band from the latest inflection point, expected rebound increase / decrease from the latest inflection point / Falling band)

Chart by Visualizer
Chart by Visualizer

Variable Cycle Indicator(VCI)

VCI is one of our unique tools to identify the price movements as either trend or cyclical movements. VCI focus its analysis to find out the amplitude and period of price movement after decomposing price movements into the short-term price trend.

Normalized Volume Ratio

Traditional normalized volume ratios by focusing the volume data of CryptoCompare’s CCCAGG indices.