MVRV Gradient 90D
Time derivative of MVRV over a rolling 90-day window - quarterly swing trading indication capturing mid-horizon valuation shifts.
What is it?
MVRV Gradient 90D extends the gradient window to 90 days to smooth daily noise and capture structural valuation shifts over a quarter. The 90D window corresponds approximately to a quarter of a calendar year and resonates with corporate earnings release cycles, making it a natural horizon for institutional swing trading.
How to read
Same visual grammar as the 30D gradient (zero-line + positive/negative oscillation), but with amplitude naturally attenuated by mechanical smoothing over 90 days. Reading: transition from negative to positive zone over several weeks = end-of-bear indication more reliable than 30D. Persistent flattening above zero = established structural bull market.
Key zones
Three patterns to expect. (1) Prolonged positive plateau: mature bull market phase, continuous accumulation. (2) Prolonged negative shift: start of structural bear market. (3) Tight oscillation around zero: cyclical transition or prolonged consolidation (range). The transition between these regimes is often announced first by the 30D gradient, confirmed by the 90D a few weeks later.
What to observe
The 90D gradient zero-line crossing is a higher-quality indication than 30D because it filters most tactical false indications. Watch particularly the duration spent in each regime: a short negative passage (<2 months) followed by a sustained positive return = technical correction. A prolonged negative passage (>4 months) = structural bear market installed.
Historical context
The 90D gradient has historically served as a filter to distinguish cyclical corrections from structural regime changes. Its slope changes slowly, making it a medium-term portfolio positioning tool. The 3-month swing trading standards stem from classical technical analysis adapted by on-chain literature.
Expert notes
The 90D window balances smoothing and responsiveness. Compared to the 360D gradient (very slow, macro structural indication), 90D remains reactive enough for quarterly portfolio rotations. Compared to 30D (very noisy), 90D is more reliable. Recommended combination: 30D gradient for timing + 90D gradient for directional confirmation + 360D gradient for macro context.
Common mistakes to avoid
Like all MVRV gradients, this indication is a derivative - it does NOT measure the current ratio level. A positive 90D gradient can accompany raw MVRV in a low zone (early bull) as well as in a high zone (late bull). Correct analysis direction crosses gradient with mvrv-classic. Also, the 90D gradient is lagging by construction (last 3 months filter), unsuited for precise tactical timing.
Programmatic access
REST API
curl -sS \
'https://api.trinityinsights.io/api/v1/onchain/mvrv-gradient-90d/history?days=90' \
-H 'X-API-Key: $TRINITY_API_KEY'MCP server
{
"tool": "get_chart_value",
"metric_id": "mvrv-gradient-90d",
"timeframe": "1y"
}Required tier: pro. See the pricing grid for the tier list and the MCP documentation for multi-client configuration.
Related metrics
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.