Research · Bitcoin

Bitcoin research.

The fund’s work on Bitcoin — market structure and the ownership base, on-chain evidence read honestly, the size of the institutional bid, the treasury companies, and the policy calendar.


Digital Credit · Strategy Inc (MSTR) · 17 August 2026 · 17 August 2026

The Last Moat Is the Coupon

Strategy says its last business is distribution — wrapping bitcoin in paper the mandated money can buy. We went looking for that buyer in the SEC's own records and in what management said on 17 August. What we found instead: a coupon that only goes up, and a bill paid by the common. Follows The Solvency Map.

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Digital Credit · Strategy Inc (MSTR) · 12 August 2026

The Solvency Map Is Not the Credit

Strategy published an interactive chart of the bitcoin prices at which its converts and preferreds go undercollateralized. We reproduced its floors to the dollar and reverse-engineered its formulas — then found the market pricing the same preferreds 5–63× wider than the model grades itself. The floors are real; the spreads are not. A follow-up to our June valuation and Q2 addendum.

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Digital Credit · Strategy Inc (STRC) · 08 August 2026

The Drained Reservoir

Strategy's USD Reserve fell 61% between January and May with no balance disclosed in between — and STRC's break from $100 dates from the week the number resurfaced. The anatomy of a broken and repaired peg: the June 29 framework and the refill carried the preferred from $74.57 back toward par, while the buyback's measured price effect rests on a single session, tested against the sibling preferreds that got none.

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Thematic Research · 06 August 2026

The Tripwires: A Six-Week Re-Score

Six weeks after our first quantum assessment set three pre-registered tripwires, we go back and score them. The logical-qubit frontier moved 48→70 (claimed), the quantum stocks fell 10–26% through the field’s best-ever news cycle, and Bitcoin’s fix got funded and specified — but not activated. One tripwire is warm; four new ones close the note.

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Equity Valuation · Addendum · 31 July 2026

Strategy (MSTR) Q2 2026: The Drain, Made Visible

Our June note called the risk a slow funding drain rather than a liquidation. Q2 ran it in real time: the dollar reserve fell to half a year of coverage, bitcoin was sold at a $203M realized loss to pay a preferred dividend, and the flagship preferred broke to $70. We scorecard our own eight claims — including one we got wrong — and audit two claims from the call. Fair value ≈$94, against a stock that now trades at exactly its net asset value. Companion to What Are You Really Buying? Also under Tech Valuation.

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Market Structure · Strategy (MSTR) vs. Bitcoin · 31 July 2026

The MSTR Era vs the ETF Era

Three and a half years as the market’s levered bitcoin proxy moved Strategy two index points against simply holding the coin. The premium everyone credits to that monopoly showed up only after the spot ETFs listed — and nine-tenths of it is already gone. Strip out the leverage and six years of alpha comes to −0.1% a year. Companion to What Are You Really Buying?

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Thematic Research · Bitcoin · 29 July 2026

The CLARITY Act: Sell the News, or the Catalyst?

Every crypto law so far has moved Bitcoin roughly 0%. Yet a 0.25% advisor-platform allocation would need to buy 44% of every coin on every exchange — and the shelves sit at an 8.5-year low. Three scenarios for passage, each with a checklist you can score in real time. Companion to CLARITY’s Endgame.

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Event Probability · 27 July 2026

CLARITY’s Endgame: Recess, the September Window, and the Midterm Freeze

In June we put ~13% on a before-August signing of the crypto market-structure bill (the original note) against a market at 18% — that contract is dying at under 1¢. The sequel restages the question: ~2% by the recess, ~18% in the three-week September window, ~35% for 2026 at all.

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Thematic · Bitcoin · 19 July 2026

Structural, or Just Winter?

Two arguments say Bitcoin's trouble is permanent this time: the gamblers left for prediction markets, and the mining megawatts pay 10–20× more serving AI. Tested against flows, filings, and 20 GW of tenant-less power, one is mostly rejected — and the other is true about the wrong thing.

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Thematic Research · 11 July 2026

How Big Does the Bid Get? Sizing the Institutional Bitcoin TAM

Institutions already hold ~$143B of Bitcoin — one-tenth of one percent of a $144-trillion pool. A channel-by-channel build across treasuries, ETFs, pensions, insurers, banks, sovereign funds, stablecoin issuers, and central banks puts the base case at ~$556B and $180–250k by 2030. A second lens — Bitcoin as a store of value rivaling gold, bonds, and real estate — lifts the band to $500k–$1.3M, with full gold parity alone computing to ~$1.4M a coin. And all of it collides with a shrinking float: only ~2.4M liquid coins against demand running ~9× new issuance.

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Thematic Research · 7 July 2026

Is the Bottom Forming? The On-Chain Floor vs. the Macro Ceiling

Whales reportedly absorbed a record ~270,000 BTC into the June low while US spot ETFs bled their worst month ever — the sharpest ownership-transfer divergence of the ETF era. What that signal is actually worth, backtested: conviction buyers build floors, flow buyers build turns.

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Equity Valuation · 28 June 2026

Strategy (MSTR): What Are You Really Buying?

What are you really buying? After a brutal de-rating the famous premium is gone — MSTR trades at ~1.0× net asset value, no longer the "$2.50 for $1 of bitcoin" the bears shorted. Sum-of-the-parts fair value ~$86 leaves a ~1.7× levered, convex bet on bitcoin with a permanent preferred coupon. Also under Tech Valuation. Whether that leverage has ever paid: see The MSTR Era vs the ETF Era.

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Event Probability · 23 June 2026

Will the CLARITY Act Be Signed Into Law Before August?

Will the CLARITY Act be signed into law before August? A probability estimate triangulated across a prediction market, a conditional-gate model, and an outside-view reference class: central estimate ~13% by 31 July, versus roughly even-money anywhere in 2026.

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Empirical Research · 18 June 2026

What Actually Drives Bitcoin

A walk through every factor that actually leads Bitcoin — global liquidity, the manufacturing cycle, momentum, the growth×inflation regime, the power-law floor — and an honest scorecard on the canonical assumptions. The read: a high-beta risk asset that follows liquidity and its own trend.

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Thematic Research · 10 June 2026

The TAM of AI Using Bitcoin

Sizing Bitcoin as the monetary/settlement layer of the AI economy, 2026–2030 — agentic machine-to-machine payments, Bitcoin-native rails (L402, Lightning), AI-driven BTC demand, and the miner-to-AI-compute convergence.

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