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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Avalanche

Crypto

Overview
Indicators

Realized volatility 7D69.8%01234567890123456789.0123456789%69.8%

Realized volatility 30D67.3%01234567890123456789.0123456789%67.3%

Realized volatility 90D79.7%01234567890123456789.0123456789%79.7%

Realized volatility 1Y72.2%01234567890123456789.0123456789%72.2%

RV30 historical percentile

19.9%01234567890123456789.0123456789%19.9%

Current drawdown-93.6%-01234567890123456789.0123456789%-93.6%

Current risk state

Days since ATH1,8040123456789,0123456789012345678901234567891,804

Historical VaR 95%-5.7%-0123456789.0123456789%-5.7%

Expected shortfall 95%-8.5%-0123456789.0123456789%-8.5%

Volatility regimeLow

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 topBTC market-cycle bottomBTC halvingBTC current-cycle high

Current67.3%

30D change: -36.2%
Median: 89.9%

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: 19.9%

RV30 historical percentile range

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

Current4.7%

Historical position59th percentile

Low2.2%High12.7%

Full history

30D change: 17.3%
Median: 4.3%