Quant terminal

Probability cone

Not financial advice

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25–755–95medianspot

Model inputs

σ — annual volatility80%

μ — annual drift0%

At μ = 0 the median dips below spot — that's volatility drag (−σ²/2), a property of the lognormal, not a forecast.

Realized vol term structure

30d

—

90d

—

365d

—

Annualized from daily log returns · √365.

Snapshot

Spot—

Rank—

24h—

All-time high—

ATH date—

From ATH—

Max drawdown 1y—

Probability calculator

Target price (USD)

P( price ≥ target by 365d )

—

complement P( < target ): —

implied multiple—

GBM lognormal probability under the current σ and μ. Not a forecast.

Event & unlock markers

Add a dated event (e.g. a token unlock) to see where it lands inside the cone.

No events yet.

▲ NOT FINANCIAL ADVICE. Every figure here is a statistical distribution under stated assumptions (geometric Brownian motion with constant volatility and drift) — not a forecast, signal, or recommendation. Markets do not follow these assumptions.