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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Bitcoin

Crypto

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Realized volatility 7D33.0%01234567890123456789.0123456789%33.0%

Realized volatility 30D28.1%01234567890123456789.0123456789%28.1%

Realized volatility 90D38.2%01234567890123456789.0123456789%38.2%

Realized volatility 1Y44.0%01234567890123456789.0123456789%44.0%

RV30 historical percentile

7.8%0123456789.0123456789%7.8%

Current drawdown-37.8%-01234567890123456789.0123456789%-37.8%

Current risk state

Days since ATH390012345678901234567890123456789390

Historical VaR 95%-3.6%-0123456789.0123456789%-3.6%

Expected shortfall 95%-5.2%-0123456789.0123456789%-5.2%

DVOL40.4%01234567890123456789.0123456789%40.4%

DVOL historical percentile17.0%01234567890123456789.0123456789%17.0%

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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Implied vs realized risk

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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
Implied vs realized risk
Volume & liquidity
Derivatives
On-chain
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 halvingBTC market-cycle topBTC market-cycle bottomBTC current-cycle high

Current28.1%

30D change: -31.3%
Median: 56.9%

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: 7.8%

RV30 historical percentile range

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

Current2.3%

Historical position18th percentile

Low1.2%High19.1%

Full history

30D change: 14.9%
Median: 3.4%