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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Chainlink

Crypto

Overview
Indicators

Realized volatility 7D106.0%012345678901234567890123456789.0123456789%106.0%

Realized volatility 30D66.0%01234567890123456789.0123456789%66.0%

Realized volatility 90D73.3%01234567890123456789.0123456789%73.3%

Realized volatility 1Y67.1%01234567890123456789.0123456789%67.1%

RV30 historical percentile

19.2%01234567890123456789.0123456789%19.2%

Current drawdown-77.7%-01234567890123456789.0123456789%-77.7%

Current risk state

Days since ATH2,0010123456789,0123456789012345678901234567892,001

Historical VaR 95%-5.4%-0123456789.0123456789%-5.4%

Expected shortfall 95%-7.5%-0123456789.0123456789%-7.5%

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

Current66.0%

30D change: -21.2%
Median: 87.2%

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: 19.2%

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

Current3.2%

Historical position26th percentile

Low1.7%High19.3%

Full history

30D change: 14.3%
Median: 4.2%