From the perspective of behavioral finance, this study constructs a trading signal system that integrates the divergence relationship between community mention volume and market price. It proposes a sentiment-driven mean reversion strategy. After empirical analysis of multi-currency data, the effectiveness of this strategy in identifying short-term market irrational behavior is verified, and its expansion potential is discussed.1 IntroductionIrrational behaviors are frequent in the cr...

From the perspective of behavioral finance, this study constructs a trading signal system that integrates the divergence relationship between community mention volume and market price. It proposes a sentiment-driven mean reversion strategy. After empirical analysis of multi-currency data, the effectiveness of this strategy in identifying short-term market irrational behavior is verified, and its expansion potential is discussed.1 IntroductionIrrational behaviors are frequent in the cr...

RSI Strategy Report1. Index Definition: The Relative Strength Index (RSI) measures the magnitude of price increases and decreases over a specific period. It is used as a method to judge the strength of unilateral stock price movements and serves as an indicator for determining buying and selling points in the stock market.RSI Range: 0–100Calculation Formula: $$RSI=100-\frac{100}{1+RS}$$ $$RS (Relative Strength) = \frac{AvgGain}{AvgLoss}$$Default Parameters: A 14-day period is commonly used, t...

RSI Strategy Report1. Index Definition: The Relative Strength Index (RSI) measures the magnitude of price increases and decreases over a specific period. It is used as a method to judge the strength of unilateral stock price movements and serves as an indicator for determining buying and selling points in the stock market.RSI Range: 0–100Calculation Formula: $$RSI=100-\frac{100}{1+RS}$$ $$RS (Relative Strength) = \frac{AvgGain}{AvgLoss}$$Default Parameters: A 14-day period is commonly used, t...

This paper proposes an innovative method integrating Event Stream GPT (ESGPT) continuous event modeling with a News-driven forecasting framework (News-to-Forecast, N2F) to systematically explore the prediction of Crypto-Only (CO) indicators. By unifying event representation, multimodal fusion, and explainable prediction mechanisms, a cross-modal prediction framework is constructed.1. IntroductionCO indicators, as multi-dimensional measurement tools integrating price, volume, and commu...

This paper proposes an innovative method integrating Event Stream GPT (ESGPT) continuous event modeling with a News-driven forecasting framework (News-to-Forecast, N2F) to systematically explore the prediction of Crypto-Only (CO) indicators. By unifying event representation, multimodal fusion, and explainable prediction mechanisms, a cross-modal prediction framework is constructed.1. IntroductionCO indicators, as multi-dimensional measurement tools integrating price, volume, and commu...

Strategy 1: Investing in Top 3 Community Popularity Momentum 1. Cryptocurrency Clustering: Building Resonance SectorsA distance matrix (Euclidean distance) is constructed based on a Currency × Date mention volume matrix. The Ward hierarchical clustering method is then applied to group the currencies.Assets are divided into 10 categories to identify the "resonance sector" for each currency, supporting subsequent sector-level linkage identification and trading logic. CategoryCurrency ListCatego...

Strategy 1: Investing in Top 3 Community Popularity Momentum 1. Cryptocurrency Clustering: Building Resonance SectorsA distance matrix (Euclidean distance) is constructed based on a Currency × Date mention volume matrix. The Ward hierarchical clustering method is then applied to group the currencies.Assets are divided into 10 categories to identify the "resonance sector" for each currency, supporting subsequent sector-level linkage identification and trading logic. CategoryCurrency ListCatego...