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Quant Daily — 4 Sep 2026

BTC market structure · 2026-09-04 UTC

BTC: $79,278

├ 50MA: $68,842

├ 200MA: $69,664

├ Realized: $52,715 (MVRV 1.50)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 59.6

├ IBIT cost basis: $81,667

├ MSTR cost basis: $75,385

├ Production cost: $85,730

├ BTC/Gold: 17.9 oz

└ Fear & Greed: 74 (Greed)

ETF 5d +610M$ / 20d +3364M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d +0.58 · 1d driver: perp ↑

liq BTC 6m 0.20 3m 0.06 1m 0.09 7d 0.10 (A↓) | ETH 6m 0.12 3m 0.12 1m 0.20 7d 0.49 (B↓) · int BTC↓ ETH 1m↓

CSP / CC(where selling puts / calls is structurally favourable)

Week    75000/82000
Month   70000/85000
Quarter 60000/100000

Weekly

Dealers long gamma on both venues, weekly GEX +22M — a moderate cushion, swings get dampened; the weekly flip climbed to 77,243, right under spot — the regime boundary is close.

Fresh weekly board (Sep 11): 82,000 call/gamma wall overhead, 73,000 put wall below, max pain 78,000 — first time this run the board's center sits right at price rather than deep below.

Weekly charm +3.0M — decay flow mildly supports price.

The board is building up: 81% of the session's OI adds landed above spot (82k/84k/86k/88k).

IBIT agrees on regime but holds a farther lid — call wall ~88.3k, floor and max pain ~76k, with 87% of its adds above spot (8488k). Level divergence, not regime.

Total

Full-book DEX +5.69B — dealer net delta strongly positive, hedges lean with the trend; VEX +27.3M — a vol drop adds a hedge bid. Both constructive.

Spot 79,278 trades above realized (52.7k), the 50/200DMA (68.8k/69.7k), STH basis (70.0k) and MSTR basis (75.4k); overhead sit IBIT cost basis 81.7k and production cost 85.7k — a dense lid stacked on the 82k node.

Book-wide max pain 73k and flip 67.9k sit far below — price still runs ahead of structure, though the weekly slice has caught up.

Fear & Greed 74 (greed), weekly RSI 59.6; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

62 days of history. Honest check: yesterday's reclaim trigger above 78.779k confirmed — 78,88079,278, and the Sep 4 expiry passed without a flush, as the board priced; the 76.582k corridor holds a seventeenth day.

Base case: chop 77,00082,000 with an upward lean — the weekly board is centered at price for the first time (max pain 78k), charm is supportive, and the 80,250/80,550 liq magnets (weight 100) sit right overhead; the cap is the 81.682.85k node (82k call/gamma wall + IBIT basis 81.7k + zone 82,184 + liq 82,850).

Upside trigger: acceptance above 80.2580.55k opens 82k, then the 82,850 liq cluster; beyond that only the 85.6k zone and production cost 85.7k remain.

Downside trigger: losing the 77.2k flip turns weekly gamma negative — a slide to 76,050 liq, then the 75.075.55k shelf (fresh zone + liq 75,550 + MSTR basis). The board prices ~5% odds of closing below 73.5k by Sep 11 and ~2% odds of −10% — no deep flush implied.

Uncertainty is moderate: greed at 74, standing liquidation skew down strengthened to grade A (context, not a signal), and the dense 81.785.7k lid may cap another breakout attempt.

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Structure derived from deterministic market data. Not investment advice.