A dynamic Bitcoin power-law view: nine valuation bands fitted by a log-log regression on daily price history since 2012, with spacing driven by historical residual dispersion.
Center line: ln(price) = a x ln(days since 2009-01-03) + b, fitted by least squares on post-2011 data (the illiquid pre-exchange era is excluded so its thousand-fold swings do not tilt the fit).
Bands: center x e^(k x sigma), k = -4..+4, where sigma is the regression residual standard deviation.
This is a dynamic descriptive model, not a fixed historical signal. Re-fitting the power-law curve with new observations can change earlier band levels. Rainbow charts have no established scientific forecasting basis and must not be treated as price targets.
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