DOGE · Indicators · Luc Quant

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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Dogecoin

Crypto

Overview
Indicators

Realized volatility 7D49.2%01234567890123456789.0123456789%49.2%

Realized volatility 30D47.5%01234567890123456789.0123456789%47.5%

Realized volatility 90D66.0%01234567890123456789.0123456789%66.0%

Realized volatility 1Y66.0%01234567890123456789.0123456789%66.0%

RV30 historical percentile

14.1%01234567890123456789.0123456789%14.1%

Current drawdown-88.9%-01234567890123456789.0123456789%-88.9%

Current risk state

Days since ATH2,0030123456789,0123456789012345678901234567892,003

Historical VaR 95%-5.0%-0123456789.0123456789%-5.0%

Expected shortfall 95%-7.3%-0123456789.0123456789%-7.3%

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

Current47.5%

30D change: -39.4%
Median: 77.2%

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: 14.1%

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

Current4.1%

Historical position35th percentile

Low1.8%High53.1%

Full history

30D change: 16.4%
Median: 4.9%