# The Silk - Crypto Forecast - 2026-09-06

**Strategy**: BTC 20-day correlation timing rule (USDC volume vs BTC price)

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## Situation

- **Block state**: LONG
- **20d correlation** (USDC volume vs BTC price): +0.156
- **Block start**: 2026-09-06 (20 trading-day hold, no rebalance)
- **Boundary today**: yes
- **BTC**: $79,824

**Stablecoin context** (informational): regime neutral, net 24h supply +21.9M USD.


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## Signal

The rule evaluates every 20 trading days. Long BTC when the trailing 20-day Pearson correlation of USDC volume vs BTC price is > 0, else flat. Current reading **+0.156** → **LONG**.


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## Opportunity

**LONG BTC** entered this block boundary — hold the full 20-obs block (no intra-block exit). Entry basis $79,824.


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## About This Report

This is the daily crypto report. As of 2026-08-13 the crypto strategy is the **BTC 20-day correlation timing rule** (operator decision), replacing the Z-score breakout scanner. Every 20 trading days it reads the trailing 20-day correlation of USDC trading volume against BTC price; positive correlation → hold BTC long for the full 20-day block, otherwise stay in USDC cash. BTC-only, long-only, no intra-block exits. See `docs/trading_rules.md` §3 and `docs/research/btc_20day_correlation_backtest_2026-08-13.md`.


**Sources**: DataLoaders (BTC OHLCV), Yahoo (USDC-USD volume), DefiLlama (stablecoin context).