diff --git a/model.py b/model.py
index 1dd86a6..67c0880 100644
--- a/model.py
+++ b/model.py
@@ -105,7 +105,7 @@ def get_nice_price_points(min_price, max_price):
 
 def analyze_trends(df):
     """
-    Analyze Bitcoin price trends using log returns.
+    Analyze Bitcoin price trends using log returns with simple moving average smoothing.
     """
     df = df.copy()
 
@@ -123,14 +123,18 @@ def analyze_trends(df):
     # Group by position in cycle
     position_returns = df.groupby("Cycle_Days")["Log_Return"].mean()
 
-    # Smooth the returns using Savitzky-Golay filter
-    window = 91  # About 3 months
-    if len(position_returns) > window:
-        position_returns = pd.Series(
-            savgol_filter(position_returns, window, 3), index=position_returns.index
-        )
+    # Simple moving average smoothing
+    window = 60
+    smoothed_returns = position_returns.rolling(
+        window=window,
+        center=True,  # Center the window for better trend capture
+        min_periods=int(window / 2),  # Allow partial windows to reduce edge effects
+    ).mean()
 
-    return position_returns
+    # Fill any NaN values at the edges
+    smoothed_returns = smoothed_returns.fillna(method="bfill").fillna(method="ffill")
+
+    return smoothed_returns
 
 
 def calculate_volatility(df, short_window=30, medium_window=90, long_window=180):
@@ -163,14 +167,14 @@ def project_prices(
 ):
     """
     Project future Bitcoin prices using Monte Carlo simulation.
-    Now with enhanced volatility calculation.
+    Uses enhanced trend smoothing for better predictions.
     """
     # Calculate log returns for volatility estimation
     df = df.copy()
     df["Log_Price"] = np.log(df["Close"])
     df["Log_Return"] = df["Log_Price"].diff()
 
-    # Get cycle-based trends
+    # Get smoothed trends
     cycle_trends = analyze_trends(df)
 
     # Get current position in halving cycle
@@ -188,24 +192,33 @@ def project_prices(
         start=last_date + timedelta(days=1), periods=days_forward, freq="D"
     )
 
-    # Calculate expected returns for future dates based on cycle position
+    # Calculate expected returns with enhanced cycle boundary handling
     future_cycle_days = [
         (current_cycle_days + i) % (4 * 365) for i in range(days_forward)
     ]
-    expected_returns = np.array(
-        [cycle_trends.get(day, cycle_trends.mean()) for day in future_cycle_days]
-    )
+    expected_returns = []
 
-    # Calculate enhanced volatility
+    for day in future_cycle_days:
+        # Get base trend value
+        base_trend = cycle_trends.get(day, cycle_trends.mean())
+
+        # Add slight mean reversion for extreme values
+        if abs(base_trend) > 2 * cycle_trends.std():
+            base_trend *= 0.8  # Dampen extreme trends
+
+        expected_returns.append(base_trend)
+
+    expected_returns = np.array(expected_returns)
+
+    # Calculate volatility
     volatility = calculate_volatility(df)
 
-    # Run Monte Carlo simulation with enhanced volatility
+    # Run Monte Carlo simulation
     np.random.seed(42)
     simulated_paths = np.zeros((days_forward, simulations))
 
     for sim in range(simulations):
-        # Generate random returns with slight skew based on expected returns
-        skew = np.sign(expected_returns) * 0.1  # Small skew in direction of trend
+        skew = np.sign(expected_returns) * 0.087  # Small skew in direction of trend
         returns = np.random.normal(
             loc=expected_returns + skew * volatility,
             scale=volatility,