AVIV Gradient 30d
30-day normalized rate of change of the AVIV Ratio. Positive values indicate short-term distribution, negative values indicate short-term accumulation.
What is it?
Normalized gradient of the AVIV ratio (Market Cap / Active Cap) on a 30-day rolling window. Formula: G₃₀ = Δ(mean₃₀(AVIV)) / mean₃₀(AVIV), i.e. the first difference of the moving average divided by the average itself - a relative rate of change interpreted as a daily percentage shift of the ratio. The 30-day smoothing filters high-frequency noise while preserving tactical reactivity.
How to read
Y-axis centered on zero - the horizontal line y=0 materializes the accumulation/distribution inversion threshold. Positive gradient: AVIV ratio rises, Active Cap gains on Vaulted Cap (tactical distribution). Negative gradient: ratio falls, Vaulted Cap gains on Active Cap (tactical accumulation). Coloured zones (green above, red below) visually reinforce polarity. Empirical thresholds ±0.02 for this short window.
Key zones
Above +0.02: fast tactical distribution - historically associated with short-term rally exhaustion. Below -0.02: fast tactical accumulation - historically present during sharp bull-market corrections. Zone [-0.02, +0.02]: stable regime with no significant short-term inflection.
What to observe
Observe fast zero crossings (in less than 5 days) - clean tactical inversion. Persistent oscillations around zero mark a consolidation regime. A positive 30d gradient diverging from a still-low AVIV Z-score indicates normalization starting without extreme having been reached - early indication of missed reversal.
Historical context
AVIV 30d gradients capture tactical sub-cyclical reactions - mid-course corrections of the 2017 bull, mini-cycles of the 2018 bear, post-COVID recovery phases of March 2020, consolidations of the 2020-2021 post-halving bull, intra-cycle capitulations of 2022, and January 2024 ETF recoveries. Each event imprints a clean gradient peak.
Expert notes
The 30-day window is a compromise between noise (7-14d windows) and inertia (60-90d windows). To capture the shortest still-significant tactical cycle without overreacting to single-block or single-day shifts, 30 days remains the convention. The three other batch variants (90d, 180d, 360d) extend this principle toward progressively macro horizons.
Common mistakes to avoid
Do not treat a positive 30d gradient as a buy or sell recommendation - it is a ratio displacement indication, not a price indication. BTC price can rise while the 30d AVIV gradient is negative (accumulation on rising price = healthy bull regime). Do not stack the four batch gradients as if they were independent - they share the same source series and their readings are hierarchized by temporal horizon, not orthogonal.
Programmatic access
REST API
curl -sS \
'https://api.trinityinsights.io/api/v1/onchain/aviv-gradient-30d/history?days=90' \
-H 'X-API-Key: $TRINITY_API_KEY'MCP server
{
"tool": "get_chart_value",
"metric_id": "aviv-gradient-30d",
"timeframe": "1y"
}Required tier: pro. See the pricing grid for the tier list and the MCP documentation for multi-client configuration.
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Institutional disclaimer
Trinity Insights is an educational and analytical tool. The metric above does not constitute investment advice. Trinity Insights is not a Crypto-Asset Service Provider (CASP) registered under MiCA Regulation (EU) 2023/1114. See the full disclaimer.