How this data is built

Price pages use a canonical daily spot series aggregated across major exchanges (Bitstamp, Kraken, Binance and others), normalized to USD, with per-row source provenance retained. Bitcoin's record starts 2011-08-18. Yearly and monthly returns compare each period's last close to its first open. Drawdowns are measured close-to-close; all-time highs and lows use intraday extremes, so drawdown episode boundaries can differ slightly from ATH dates.

Funding-rate and open-interest pages use Binance USDⓈ-M perpetual records with actual settlement data, not estimates. Annualized funding is the sum of a day's settled rates × 365.

Deleveraging events: exchange liquidation feeds are rate-limited industry-wide, which makes every provider's "total liquidations" figure an estimate. We instead identify deleveraging days directly from the open-interest record: days with abnormal open-interest contraction under price stress. Event ranking uses a proprietary composite of both magnitudes. Every event date is verifiable against any public price chart.

Every number on every page traces to a database query. The rendering layer performs no arithmetic. Narrative text is generated under constraint and passes two automated gates before publication: a numeric-consistency check (every figure in the text must match the underlying data) and an independent machine review for unsupported claims. Text that fails either gate is not published.

No price predictions, no targets, no buy/sell guidance, no sponsored rankings. This site records what happened; what happens next is your judgment, not ours.