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Luc Quant

Luc Quantquant.lucxu.com

XRP

Crypto

Overview
Indicators

Realized volatility 7D56.6%01234567890123456789.0123456789%56.6%

Realized volatility 30D44.6%01234567890123456789.0123456789%44.6%

Realized volatility 90D69.0%01234567890123456789.0123456789%69.0%

Realized volatility 1Y64.1%01234567890123456789.0123456789%64.1%

RV30 historical percentile

12.3%01234567890123456789.0123456789%12.3%

Current drawdown-64.5%-01234567890123456789.0123456789%-64.5%

Current risk state

Days since ATH466012345678901234567890123456789466

Historical VaR 95%-4.7%-0123456789.0123456789%-4.7%

Expected shortfall 95%-6.9%-0123456789.0123456789%-6.9%

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 bottomBTC halvingBTC market-cycle topBTC current-cycle high

Current44.6%

30D change: -38.4%
Median: 72.2%

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: 12.3%

RV30 historical percentile range

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

Current4.4%

Historical position44th percentile

Low1.6%High22.6%

Full history

30D change: 8.6%
Median: 4.7%