DIA Risk Matrix

$0.1292 | Risk: 0.40

INDICATOR: 20-WEEK SMA
LAST UPDATE: 2026-09-18 23:54 UTC

📈 DIA Logarithmic Price vs Global Risk Bands

🎯 Algorithmic Risk Price Targets

Target Risk Level Required Price (USD)
Level 0.00 $-0.0261
Level 0.05 $-0.0067
Level 0.10 $0.0126
Level 0.15 $0.0320
Level 0.20 $0.0513
Level 0.25 $0.0707
Level 0.30 $0.0900
Level 0.35 $0.1094
Level 0.40 $0.1287
Level 0.45 $0.1481
Level 0.50 $0.1674
Level 0.55 $0.1868
Level 0.60 $0.2061
Level 0.65 $0.2255
Level 0.70 $0.2448
Level 0.75 $0.2642
Level 0.80 $0.2836
Level 0.85 $0.3029
Level 0.90 $0.3223
Level 0.95 $0.3416
Level 1.00 $0.3610

📊 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.