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Luc Quant
Crypto
Stocks
ETFs
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Luc Quant

Luc Quantquant.lucxu.com

BNB

Crypto

Overview
Indicators

Realized volatility 7D67.0%01234567890123456789.0123456789%67.0%

Realized volatility 30D40.8%01234567890123456789.0123456789%40.8%

Realized volatility 90D39.0%01234567890123456789.0123456789%39.0%

Realized volatility 1Y45.1%01234567890123456789.0123456789%45.1%

RV30 historical percentile

18.0%01234567890123456789.0123456789%18.0%

Current drawdown-45.8%-01234567890123456789.0123456789%-45.8%

Current risk state

Days since ATH388012345678901234567890123456789388

Historical VaR 95%-3.7%-0123456789.0123456789%-3.7%

Expected shortfall 95%-6.0%-0123456789.0123456789%-6.0%

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

Current40.8%

30D change: -4.6%
Median: 63.9%

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: 18.0%

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

Current2.0%

Historical position9th percentile

Low1.4%High18.4%

Full history

30D change: 40.7%
Median: 3.5%