I am presenting a model which shows that log-scale fluctuations do not imply an opportunity for making profit. If you believe this model does not properly describe the bitcoin price movement, I suggest you provide empirical evidence to back this up (your model contradicts EMH, so the prior is in my favor). By the way, I believe my model is equivalent to the standard Black-Scholes model. In the log scale I think it is equivalent to a random walk with downwards drift.