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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Cardano

Crypto

Overview
Indicators

Realized volatility 7D65.2%01234567890123456789.0123456789%65.2%

Realized volatility 30D69.6%01234567890123456789.0123456789%69.6%

Realized volatility 90D73.8%01234567890123456789.0123456789%73.8%

Realized volatility 1Y75.3%01234567890123456789.0123456789%75.3%

RV30 historical percentile

26.0%01234567890123456789.0123456789%26.0%

Current drawdown-93.4%-01234567890123456789.0123456789%-93.4%

Current risk state

Days since ATH1,8840123456789,0123456789012345678901234567891,884

Historical VaR 95%-6.1%-0123456789.0123456789%-6.1%

Expected shortfall 95%-8.3%-0123456789.0123456789%-8.3%

Volatility regimeNormal

Volatility level & regime

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Downside risk & asymmetry

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Drawdown & recovery

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Tail loss

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Tail realization & distribution

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Contents

Market performance
Trend & momentum
Volatility & risk
Current risk state
Volatility level & regime
Downside risk & asymmetry
- Downside vs upside volatility
- Downside / upside volatility ratio
Drawdown & recovery
Tail loss
Tail realization & distribution
Volume & liquidity
Correlation & exposure
Macro
Valuation & cycle

Volatility level & regime

Realized volatility

Annualized standard deviation of the asset's own daily log returns over the selected trailing window.

Realized volatility (30d) range

Reference eventsBTC market-cycle bottomBTC halvingBTC market-cycle topBTC current-cycle high

Current69.6%

30D change: -9.2%
Median: 84.9%

Realized volatility historical percentile

Each window's own realized volatility, ranked against that same window's expanding history: 100% is the most volatile reading on record.

Current: 26.0%

RV30 historical percentile range

Reference eventsBTC market-cycle bottomBTC halvingBTC market-cycle topBTC current-cycle high

Volatility of volatility

Dispersion of the daily change in 30-day realized volatility over the selected trailing window: how unstable the volatility level itself has been.

Volatility of RV30 90D range

Reference eventsBTC market-cycle bottomBTC halvingBTC market-cycle topBTC current-cycle high

Current3.4%

Historical position24th percentile

Low1.7%High18.1%

Full history

30D change: -0.7%
Median: 4.6%