YX Crypto Machine Learning Signal (BTC · ETH · SOL)
YX Insights has brought to you the machine learning model signals once exclusive to institutions for BTC, ETH, and SOL.
The YX Insights machine learning model combines a proprietary set of macro variables and asset-specific price features into a single binary output of 1 or 0.
- 1 → Risk On (constructive bias; buy / hold)
- 0 → Risk Off (defensive bias; sell / stay on sidelines)
This framework employs the techniques once reserved for institutional quant desks — now made available in an accessible, chart-ready format
What the indicator does
- Daily machine learning signals for BTC, ETH, and SOL, updated once per day Mon-Fri during European morning hours.
- Stepped “ladder” lines that hold the current state until the next update
- Optional Signal MA (moving average) for smoother regime transitions
- Status Badge showing the latest signal (“BTC: Risk On/Off”, “ETH: …”, “SOL: …”
Important Notes on the Chart Display:
- The indicator is for the Daily Chart window only, as the signal is aligned with the daily candle.
- For crypto pairs (BTCUSD, ETHUSD, SOLUSD), the signal is synced with the current day’s daily candle in European mornings.
- For crypto ETFs, the line updates after the New York market opens (when the daily candle starts), while the Risk On/Off status is already displayed pre-market to guide positioning.
Live and Backtest Performance
Since launching live at Cestrian Capital Research for private clients:
- BTC signal outperformed buy & hold by +16% (Apr 14 – Nov 4 2025)
- ETH signal outperformed buy & hold by +25% (Jul 23 – Nov 4 2025)
- SOL signal outperformed buy & hold by +24% (Jul 23 – Nov 4 2025)
Backtested Sharpe Ratios:
- ETH ML Model: 1.93 over 1,884 days vs 0.78 (buy & hold)
- BTC ML Model: 1.89 over 1,889 days vs 0.94 (buy & hold)
- SOL ML Model: 2.10 over 881 days vs 1.02 (buy & hold)
> Past performance and backtested results do not guarantee future returns. Figures are provided for research and educational purposes only.
Inputs & customization
- Show BTC / ETH / SOL – toggle each cryptocurrency
- Show Status Badges – on/off
- MA Length – default 10 (range 1–100)
- Show MA per**** cryptocurrency – on/off
Credit:
This Indicator is created by Yimin Xu at YX Insights in collaboration with Alex King from Cestrian Capital Research.
Thank you,
Yimin Xu, YX Insights – https://www.yxinsights.com/
Alex King, Cestrian Capital Research – https://www.cestriancapitalresearch.com/