COMP5692 TWAP Risk Analysis Spot: $21.25

Methodology: The "Gravity of Time"

This chart compares the price of COMP5692 against its lifetime Time Weighted Average Price (TWAP). The color-coded markers represent historical risk levels based on time-weighted gravity.

How to Read the Data

• Undervalued (Accumulation): When the price is below the TWAP, you are "beating the clock" by entering at a level where the market has historically spent very little time.
• Fair Value (Equilibrium): Near the TWAP, the asset is in its "natural state"—neither over-hyped nor ignored. This is the baseline value created over years of trading.
• Overvalued (Distribution): When the price extends far above the TWAP, it is "borrowing from the future." This dramatically increases the mathematical probability of a mean reversion to the downside.

Dynamic Risk Scaling

Risk levels (1-10) measure the severity of price extension normalized against the maximum historical deviation. Level 10 signals that hype has exponentially outpaced the mathematical time required to support that price.

• ■ Low Risk (1-3): Historic accumulation zones.
• ■ Mid Risk (4-7): Price extending above historical average.
• ■ High Risk (8-10): Historically over-extended vs TWAP.

NOT FINANCIAL ADVICE. FOR EDUCATIONAL PURPOSES ONLY.