This is interesting, please do it. Love to see some innovation in time series analysis.
There, at the moment, a very nicely defined and fairly stationary periodic feature around 700 hours (~ 29 days) wavelength in bitcoin since June/July, with predictive power. Easily identifiable even with a simple FFT actually and 'clear as a bell' on a time frequency analysis, as below. Certainly one of the most powerful influences on price action at the higher frequencies over the last six months or so.
Also present in eth, ltc, sol as you might expect.