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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Solana

Crypto

Overview
Indicators

Realized volatility 7D52.9%01234567890123456789.0123456789%52.9%

Realized volatility 30D42.3%01234567890123456789.0123456789%42.3%

Realized volatility 90D56.9%01234567890123456789.0123456789%56.9%

Realized volatility 1Y63.6%01234567890123456789.0123456789%63.6%

RV30 historical percentile

2.5%0123456789.0123456789%2.5%

Current drawdown-63.0%-01234567890123456789.0123456789%-63.0%

Current risk state

Days since ATH651012345678901234567890123456789651

Historical VaR 95%-5.2%-0123456789.0123456789%-5.2%

Expected shortfall 95%-7.6%-0123456789.0123456789%-7.6%

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

Current42.3%

30D change: -31.7%
Median: 90.9%

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: 2.5%

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

Current2.8%

Historical position18th percentile

Low2.0%High17.2%

Full history

30D change: 14.6%
Median: 3.7%