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Luc Quant

Luc Quantquant.lucxu.com

Ethereum

Crypto

Overview
Indicators

Realized volatility 7D36.0%01234567890123456789.0123456789%36.0%

Realized volatility 30D36.3%01234567890123456789.0123456789%36.3%

Realized volatility 90D51.8%01234567890123456789.0123456789%51.8%

Realized volatility 1Y60.7%01234567890123456789.0123456789%60.7%

RV30 historical percentile

4.2%0123456789.0123456789%4.2%

Current drawdown-53.4%-01234567890123456789.0123456789%-53.4%

Current risk state

Days since ATH435012345678901234567890123456789435

Historical VaR 95%-4.8%-0123456789.0123456789%-4.8%

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

Current36.3%

30D change: -15.3%
Median: 73.7%

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: 4.2%

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

Current4.5%

Historical position62nd percentile

Low1.9%High17.9%

Full history

30D change: -4.3%
Median: 3.9%