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Goldman Sachs says crypto undergoing a 'healthy retracement'

Published 03/21/2024, 09:08 AM
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An analysis from Goldman Sachs highlighted a volatile week in the cryptocurrency market, particularly focusing on Bitcoin (BTC) and Ethereum (ETH). The report notes a 10.4% drop in total market capitalization, amounting to a $280 billion loss. 

The downturn began on a Sunday, with BTC and ETH experiencing three days of declines before recovering during the US trading session, and further strengthening in Asia.

A key observation from Goldman Sachs is the healthy retracement in the cryptocurrency market. This was partly expected due to the rapid ascent to mid-March all-time highs and elevated perpetual futures funding rates, which have since normalized. 

Bitcoin and Ethereum open interest (OI)-weighted funding rates decreased from early March peaks to more sustainable levels, signaling a cooling off from previously overheated market conditions.

“Zooming out, the sudden retracement and follow-up recovery did not come as a surprise, especially if one considers the speed at which we reached the mid March ATH and the elevated perpetual futures funding rates that accompanied it, as investors looked to put on leveraged longs on crypto retail exchanges,” the report reads.

“Since then, the funding rates have settled into healthier levels. BTC OI-weighted funding rate peaked on 5 March at ~107% annualized and has since retreated to ~15% annualized. ETH OI-weighted funding rate peaked on 5 March at ~104% annualized and has similarly pulled back to current ~19% annualized,” it further details.

Investment activities also reflected market sentiment, with Bitcoin ETFs experiencing net outflows over three consecutive days, notably from continued outflows in Grayscale Bitcoin Trust (BTC) (NYSE:GBTC). However, aside from GBTC, other BTC ETF holdings remained relatively stable, with modest inflows despite the market downturn.

An analysis of BTC holders indicated early signs of profit-taking, as suggested by on-chain activity. There's been a slight decrease in the percentage of BTC supply held for at least one year, indicating increased market activity among medium to longer-term holders. 

Moreover, there's been an uptick in transactional activity, especially within the 7-30 day band, suggesting a higher frequency of BTC changing hands monthly.

Ethereum's performance relative to Bitcoin was also underlined in the research note, with the ETH/BTC ratio dropping. The future of spot ETH ETFs remains uncertain, with regulatory decisions on proposals by Fidelity and Grayscale being delayed.

The report mentions a confidential inquiry received by the Ethereum Foundation from an unspecified state authority, adding to the regulatory uncertainties surrounding the world’s second largest cryptocurrency.

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