Market Compass
Beta
Glassnode Research · June 29, 2026

Market Compass

Beta: under active development. Metrics, scoring, and layout may change.

Data updated June 29, 2026 · Analysis updated June 26, 2026

Overview

week-over-week change (score pts)
Market Compass
Defensive
▲ 922/100
Risk-OffDefensiveNeutralConstructiveRisk-On
Macro▼ 6
Tightening16/100
TighteningRestrictiveNeutralSupportiveExpansionary
Capital Flows▲ 4
Light37/100
DrainedLightBalancedAmpleFlush
Investor Behaviour▲ 1
Soft35/100
DistributingSoftNeutralFirmAccumulating
On-Chain▼ 1
Soft37/100
ContractingSoftFlatExpandingHot
Standalone readsWhere the market sits today, not where it’s heading
Cycle Position▼ 3
Capitulation14/100
CapitulationAccumulationMarkupDistributionEuphoria
Derivatives▲ 18
Elevated61/100
DeleveragedLightBalancedElevatedFrothy
Rotation▼ 7
Alt-led70/100
BTC SeasonBTC-ledBalancedAlt-ledAltseason
The ReadDefensive
The Composite holds at 12/100 (Risk-Off) for a fourth day, unchanged from the prior briefing and down from 14 a week ago, but the tape underneath keeps slipping: BTC has broken under 60000 to 59711, down 21.26% over thirty days, while the macro lid stays clamped down.
The Constraint

Macro is the binding lens at 15/100 (Tightening), down hard from 22 a week ago though still above the 11 of thirty days ago. The dollar is the mechanism: DXY at 101.490 sits roughly 2.78% above its 98.748 200-day average, up 2.34% over thirty days, a structural ceiling that caps any risk impulse before the constructive on-chain lenses can express.

The Setup

Underneath the lid the spring is coiling tighter. Spot 59711 still holds above realized price 53324, STH-MVRV at 1.2329 stays above its 1.0 break-even, but positioning is leaning into the fall: OI/Mcap has climbed to 2.360%, up 5.96% over thirty days back above the 2.0% saturation line, funding holds negative, and BTC DVOL has jumped 29.84% over thirty days to 46.56. Rebuilding leverage into rising volatility is the setup for a violent resolution once macro releases.

The Tell

Cross-Asset Rotation reads 71/100 (Alt-led), still elevated but easing from 77 a week ago, and the Altcoin Season Index at 81.25 holds above the 75 altseason line. This is relative strength inside a falling market, not a risk-on rotation: return breadth is down 76.61% over thirty days and every sector is red.

What flips it → A DXY break back below its 98.748 200-day average, paired with ETF flows turning durably positive from the current -1.74M per day, would lift Macro and Capital Flows together and let the coiled holder base finally express.

Macro

Dollar, rates, liquidity and the exogenous backdrop.
MacroTightening
Tightening
Restrictive
Neutral
Supportive
Expansionary
What changed Macro regime firming, score +5 pts over 30 days. Biggest headwind: Yield curve (2s10s) (-93%); no driver is a clear tailwind.
The Read
Macro is the binding constraint at 15/100 (Tightening), down sharply from 22 a week ago though up from 11 thirty days ago, and it is the reason the Composite stays pinned near the floor.
Drivers

DXY at 101.490 is up 0.64% on the week and 2.34% over thirty days, sitting roughly 2.78% above its 98.748 200-day average, a widening structural tightening signal. Global liquidity is flat, indexed at 103.232 and unchanged on the week. BTC has partly recoupled to equities, with the 60-day BTC-SPX correlation at 0.389, up 65.36% over thirty days, while the BTC-dollar correlation sits at -0.347.

The Tension

The dollar strength is the clean drag, but the rising equity coupling cuts both ways: BTC is re-linking to risk just as the S&P sits down 2.98% over thirty days, so the equity channel is now a second potential headwind rather than a cushion.

Watch → DXY relative to its 98.748 200-day average. A decisive break back below it would release the single heaviest weight on the Composite.

Macro Cumulative Returns

Each asset's price change over the last 30 days, hourly, rebased to 0%.

BTC Correlation to Macro Assets

90-day rolling return correlation to the S&P 500, gold, DXY, 10Y, VIX and oil; BTC overlaid. Past 3 years.

BTC Macro Coupling

60-day return correlation to the S&P 500 and the dollar; shaded zones mark |ρ| ≥ 0.5 tight coupling. Past 2 years.

US Dollar Index

A falling DXY eases global liquidity; 200-day average shown. Full history.

Global Liquidity vs BTC

US M2 + EU M2 + US central-bank balance sheet, indexed to a common start; BTC tracks with a ~70-90 day lead. Past 5 years.

Cycle Position

Where we stand in the cycle: cost-basis, conviction and cycle dials.
Cycle PositionCapitulation
Capitulation
Accumulation
Markup
Distribution
Euphoria
What changed Cycle Position regime softening, score -17 pts over 30 days. MVRV-Z down 34.5% WoW.
The Read
Cycle Position reads 14/100 (Capitulation), down from 17 a week ago and collapsed from 33 thirty days ago. This is a descriptive lens, so it colours rather than drives the Composite, and the colour is washed out.
Drivers

Spot 59711 holds above realized price 53324, so the average coin is still in profit, but the Realized P/L ratio at 0.554 sits far below the 2.0 bear-bull line, down 64.56% over thirty days. The STH/LTH supply ratio at 0.1339 is pressed against its 0.1324 series low, down 3.57% on the month as coins migrate to long-term hands. NUPL at 0.800 remains above its four-year mean near 0.575.

The Tension

Capitulation-grade cycle scores usually mark proximity to a floor, and the supply migration to long-term holders supports that read, but NUPL above its long-run mean says unrealized profit has not been fully purged, so the floor is structural rather than valuation-cheap.

Watch → The Realized P/L ratio. A turn back up through its recent range would be the first sign the cycle lens is healing rather than basing.

BTC Price vs Realized Price

Green = below realized (unrealized loss); white = normal (within +3σ above); above +3σ shading warms yellow→red to +10σ of the 365-day spread. Full history.

Realized Profit/Loss Ratio

Realized profit vs loss flows, 30-day average, log axis; below 2 = bear, the shaded 2-5 band is the bear-bull transition, above 5 = bull. Full history.

Short- vs Long-Term Holder Supply Ratio

Short-term-holder supply divided by long-term-holder supply; rising = fresh/speculative inflow, falling = coins maturing into strong hands. Bars are the 30-day change. Full history.

NUPL

Net unrealized profit/loss read against its own rolling 4-year mean (dotted) with ±1σ/±2σ bands; above = stretched profit, below = washed-out value. Full history.

Short-Term Holder Supply in Profit

Share of short-term-holder supply in profit, 7-day average, against its own 2-year ±1σ band; a break down puts the marginal buyer underwater. Full history.

Short-Term Holder MVRV

Read against its own 2-year mean ±1σ/±2σ z-score bands, not the absolute level; 1.0 = STH break-even. Full history.

Capital Flows & Liquidity

Where capital sits: stables, ETFs, exchange plumbing.
Capital Flows & LiquidityLight
Drained
Light
Balanced
Ample
Flush
What changed Capital Flows & Liquidity regime firming, score +5 pts over 30 days. Stablecoin firepower down 0.5% WoW.
The Read
Capital Flows reads 35/100 (Light), up from 32 a week ago and roughly flat versus 34 thirty days ago. Flows are thin and net-negative, neither a genuine inflow nor the drain of a month ago.
Drivers

ETF net flows run at -1.74M per day on a seven-day basis, deeper than the prior briefing, with the 30-day average outflow improving 61.57% off worse readings. Stablecoin supply is contracting at a 30-day rate of -2.18%, near its two-year most-negative, so dry powder is shrinking. Exchange balances keep draining, with net 30-day outflows near 48B as outflow -49.42B swamps inflow 1.40B, while spot volume delta at -0.168 on its seven-day average has tilted further toward net selling.

The Tension

The constructive read is that exchange supply keeps leaving, classic basing behaviour, but the per-day ETF drain widened this week and stablecoin contraction near a two-year low means the firepower to absorb that supply is itself thinning, so the drain only helps if buyers re-arm.

Watch → ETF net flows crossing durably positive. That is the cleanest signal passive demand has turned from headwind to tailwind.

Stablecoin Supply 30D Rate of Change

Aggregate stablecoin supply (USDT + USDC + DAI) as its 30-day % change; positive (green) = dry powder being minted, negative (red) = redemptions. BTC overlaid. Since Aug 2021.

Digital-Asset Treasury Net Flows

Corporate BTC treasury flows by entity, 30-day sum, with the all-company total; positive = accumulation. Past 2 years.

US Spot BTC ETF Flows

Net creations and redemptions, 7-day average; BTC overlaid. Last 90 days.

US Spot BTC ETF Trading Volume

Dollar trading turnover across the US spot BTC ETFs, 30-day average; a gauge of institutional engagement. BTC overlaid. Full history.

Exchange Net Position Change

30-day change in BTC exchange-held supply, in USD; negative (red) = net outflow / draining, positive (green) = inflow. Past 2 years.

Spot Volume Delta

Taker buy − sell volume, 7-day average (bars: green = net buying, red = selling), with a bias line = 30-day SMA − 90-day median laid over it. BTC overlaid. Past 2 years.

Short-Term Holder Cost-Basis Distribution

Where STH supply sits by acquisition price; the black line is spot. Past 3 years.