DIA against its 20-week moving average: risk level

DIA Risk Matrix

$0.1343 | Risk: 0.42

INDICATOR: 20-WEEK SMA
LAST UPDATE: 2026-11-09 16:54 UTC

📈 DIA Logarithmic Price vs Global Risk Bands

🎯 Algorithmic Risk Price Targets

Target Risk Level Required Price (USD)
Level 0.00 $-0.0249
Level 0.05 $-0.006085
Level 0.10 $0.0128
Level 0.15 $0.0316
Level 0.20 $0.0505
Level 0.25 $0.0693
Level 0.30 $0.0882
Level 0.35 $0.1070
Level 0.40 $0.1259
Level 0.45 $0.1447
Level 0.50 $0.1636
Level 0.55 $0.1825
Level 0.60 $0.2013
Level 0.65 $0.2202
Level 0.70 $0.2390
Level 0.75 $0.2579
Level 0.80 $0.2767
Level 0.85 $0.2956
Level 0.90 $0.3144
Level 0.95 $0.3333
Level 1.00 $0.3521

📊 Mathematical Methodology

Plot Interpretation: This scatter plot visualizes DIA's price relative to its 20-Week Simple Moving Average (SMA), represented by the dotted grey line. The underlying continuous price trend is visible in faint white, allowing you to toggle individual risk level overlays via the legend without losing structural context.

Risk Normalization (Winsorized): Risk levels are mathematically derived by measuring both the linear and proportional distance between the current price and the 20-week SMA. To prevent extreme flash-crashes (e.g., the March 2020 wick) from permanently distorting the scale, the algorithm uses Percentile Winsorization. We clip the absolute extremes at the 2nd and 98th percentiles, ensuring that structural multi-month cycle lows accurately map to deep-value zones (Risk 0.0).

Target Math: The Risk Table uses an exact algebraic reversal of the hybrid scale against today's 20-week SMA, calculating down to the dollar what DIA's price must hit today to trigger a specific risk rating.