Crypto Composite Risk Model

What is a crypto risk score?

A crypto risk score compresses how stretched a coin's price is into one number between 0.0 and 1.0. Near 0 the coin is trading low on the measures below; near 1 it is trading high. It describes where the price sits today. It does not say where the price goes next.

How this score is built

Each coin's score blends seven measurements:

• Log-regression deviation: how far the price sits from its logarithmic growth curve.
• TWAP deviation: how far it sits from its lifetime Time-Weighted Average Price (TWAP).
• Moving-average deviation: its extension relative to the 20-week moving average.
• Drawdown from the all-time high: a price near the high scores as high risk, a deep drawdown as low.
• Volatility: the standard deviation of returns.
• Beta: correlation to the S&P 500.
• Sharpe ratio, inverted: risk-adjusted returns.

The gauges above use the model's default weights. The sandbox beside them changes the weights and recalculates every score. The weights themselves, and what the score cannot see, are set out in how a crypto risk score is calculated.

Risk score by coin

Default-weight scores as published on this page. The zone is the model's own label for the range a score falls in, not a recommendation.

What a risk score cannot tell you

A low score does not mean a price cannot fall further, and a high score does not mean it cannot keep rising. The score is built from price history alone: it knows nothing about news, regulation or a project's fundamentals. It is descriptive statistics, not financial advice.