According to @charliebilello, a post on X highlights Bitcoin returns since 2010 and includes a link to bilello.blog/newsletter for additional context (source: @charliebilello on X, Dec 31, 2025). This provides a consolidated historical reference of long-term BTC performance for assessing market cycles and price trends (source: @charliebilello on X, Dec 31, 2025).

According to André Dragosch on X (Dec 10, 2025), Bitcoin (BTC) average returns around FOMC windows are 5D +0.9%, 10D +3.9%, 20D +11.1%, and 50D +28.6% (Source: André Dragosch on X, Dec 10, 2025). The corresponding excess returns versus non-FOMC baselines are 5D -0.9%, 10D ~0%, 20D +2.1%, and 50D -0.9% (Source: André Dragosch on X, Dec 10, 2025). Excess performance is defined as event performance minus the average performance over the same horizon, such as 5D, 10D, 20D, or 50D (Source: André Dragosch on X, Dec 10, 2025). With excess performance fluctuating around 0%, the data indicate almost no significant performance effect from FOMC meetings on BTC compared to non-FOMC dates, suggesting limited historical alpha for event-timed BTC trades around FOMC outcomes (Source: André Dragosch on X, Dec 10, 2025).

According to @charliebilello, Bitcoin and the Mag 7 moved in lockstep until roughly the last month and a half, but now Bitcoin is down 15% year over year while the Mag 7 is up 25%, indicating a clear divergence; source: @charliebilello on X, Nov 24, 2025. For traders, this highlights a correlation regime break between BTC and the Mag 7, making the BTC–Mag 7 relative performance spread and short-term correlation key metrics to monitor for risk management and positioning; source: @charliebilello on X, Nov 24, 2025.