What is the AHR999 index?
AHR999 is a Bitcoin dollar-cost-averaging (DCA) heuristic proposed by the Chinese investor 九神. It multiplies two ratios — today's close ÷ its 200-day moving average, and today's close ÷ a log-log fitted fair value — into a single number. The lower the value, the cheaper BTC is relative to both its recent cost basis and its long-run trajectory.
How is AHR999 calculated?
ahr999 = (close / ma200) × (close / fitted), where fitted = 10^(5.84·log10(coin_age_days) − 17.01). Every value here is recomputed daily from Binance BTCUSDT daily closes by open-source TypeScript. The full derivation, constants, and quantile rules are on the methodology page.What do the bargain / DCA / caution / bubble zones mean?
Conventional heuristic thresholds: below 0.45 is the bargain zone, 0.45–1.20 the DCA zone, 1.20–3.00 caution, above 3.00 bubble. These are folk thresholds, not part of the formal definition, and they are not buy or sell signals.
Is AHR999 financial advice?
No. The dataset is for research, education, and observability only. It does not predict future returns, and nothing here is financial advice.
How often is the data updated?
Once per day. A GitHub Action runs at 00:37 UTC — 37 minutes after Binance closes the previous UTC day's bar — recomputes the full series, and redeploys the site.
Where does the price data come from?
Binance public market data:
GET /api/v3/klines with symbol=BTCUSDT, interval=1d. Only the daily close is kept; the repository does not redistribute raw OHLCV data.How do I download or call the data?
Fetch
/datasets/ahr999.json or /datasets/ahr999.csv directly — no key, CORS open. curl, jq, and JavaScript examples are on the API page.What license is the data under, and how do I cite it?
Data files are CC BY 4.0; the code is MIT. Cite: ahr999-dataset contributors (2026). "ahr999-dataset — open BTC hoarding index computed from Binance BTCUSDT daily closes". https://github.com/RuochenLyu/ahr999-dataset
Why does this differ slightly from 9992100.xyz or other AHR999 sites?
Small daily divergences (≤ 0.02 absolute) come from different UTC-adjacent cutoffs and undocumented price sources. Every implementation should agree on the regime on any given day; don't chase exact numerical parity across unrelated sites.