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Luc Quant
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Luc Quant

Luc Quantquant.lucxu.com

Sui

Crypto

Overview
Indicators

Realized volatility 7D73.8%01234567890123456789.0123456789%73.8%

Realized volatility 30D69.7%01234567890123456789.0123456789%69.7%

Realized volatility 90D88.8%01234567890123456789.0123456789%88.8%

Realized volatility 1Y85.0%01234567890123456789.0123456789%85.0%

RV30 historical percentile

16.5%01234567890123456789.0123456789%16.5%

Current drawdown-82.8%-01234567890123456789.0123456789%-82.8%

Current risk state

Days since ATH665012345678901234567890123456789665

Historical VaR 95%-6.5%-0123456789.0123456789%-6.5%

Expected shortfall 95%-9.0%-0123456789.0123456789%-9.0%

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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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 current-cycle high

Current69.7%

30D change: -37.2%
Median: 97.4%

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: 16.5%

RV30 historical percentile range

Reference eventsBTC 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 halvingBTC current-cycle high

Current4.8%

Historical position41st percentile

Low2.9%High8.2%

Full history

30D change: 23.0%
Median: 5.1%