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Quant Daily — 5 Sep 2026

BTC market structure · 2026-09-05 UTC

BTC: $79,686

├ 50MA: $69,128

├ 200MA: $69,718

├ Realized: $52,734 (MVRV 1.51)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 58.4

├ IBIT cost basis: $81,665

├ MSTR cost basis: $75,385

├ Production cost: $86,825

├ BTC/Gold: 18.0 oz

└ Fear & Greed: 73 (Greed)

ETF 5d +987M$ / 20d +3439M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.28

liq BTC 6m 0.23 3m 0.10 1m 0.15 7d 0.19 (C↓) | ETH 6m 0.14 3m 0.14 1m 0.22 7d 0.29 (B↓) · int BTC 1m↓ 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 +24.8M — a moderate cushion, swings get dampened; the weekly flip climbed to 77,649, sitting 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 — the board is centered at price a second straight day. It keeps building up: 71% of session activity landed above spot — adds at 82k/79k, unwinds at 84k/80k.

Weekly charm +3.4M — decay flow mildly supports price, sixth positive day.

IBIT agrees on regime but holds a farther lid (~88k), floor and max pain ~75.7k, with 83% of its OI adds above spot (84.588k) — the ETF book keeps stacking upside. Level divergence, not regime.

Total

Full-book DEX +5.84B — dealer net delta strongly positive, hedges lean with the trend; VEX +26.9M — a vol drop adds a hedge bid. Both constructive.

Spot 79,686 trades above realized (52.7k), the 50/200DMA (69.1k/69.7k), STH basis (70.0k) and MSTR basis (75.4k); overhead sit IBIT cost basis 81.7k and production cost 86.8k — a dense lid stacked on the 82k node.

Book-wide max pain 73k and flip 68.4k remain far below — price still runs ahead of the total structure, though the weekly slice has caught up.

Fear & Greed 73 (greed), weekly RSI 58.4; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

63 days of history. Honest check: yesterday's upward lean is confirming — 79,27879,686, the 76.582k corridor holds an eighteenth day, and spot is pressing right into the 80,600/80,950 liq magnets (weight 100).

Base case: chop 77,00082,000 with an upward lean — the board is centered at price (max pain 78k), charm supportive; acceptance above 80.681k opens the 81.482.85k node (82k call/gamma wall + IBIT basis 81.7k + liq 82,200/82,850), with only production cost 86.8k left above.

Downside trigger: losing the 77.65k flip turns weekly gamma negative — a slide to the 76,050 liq, then the 75.075.2k shelf (fresh zone 75,192 + liq 75,150 + MSTR basis). The board prices only ~1% odds of −10% by Sep 11 — no deep flush implied.

Uncertainty is moderate: greed at 73 keeps the tape shock-sensitive, standing liquidation skew down softened to grade C (context, not a signal), and the dense 81.786.8k lid may cap another breakout attempt.

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Structure derived from deterministic market data. Not investment advice.