+1 d
Median return -0.05%Completed observations: 60
- Middle 50%
- -1.46% … +1.79%
- Positive returns
- 48%
BNB · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
BNB's latest move against its own history.
BNB Below threshold
-0.90%
-0.52σ
Common move: this size or larger in 50% of observations
920 comparable moves / 1,826 observations
What happened afterwards
All history-qualified moves of at least 2.5σ. Results after the event are descriptive statistics, not trading instructions.
+7 d
Median return +0.03%Completed observations: 60
- Middle 50%
- -6.26% … +3.44%
- Positive returns
- 50%
+30 d
Median return +2.56%Completed observations: 60
- Middle 50%
- -9.26% … +9.49%
- Positive returns
- 57%
Every rare move, in context
Instrument: binance:spot:BNBUSDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 5 Sep 2026 | +2.98σ | +6.26% | About once every 63 days29 comparable moves / 1,826 observations | -1.77% | -5.08% | +2.60% |
| 3 Sep 2026 | +2.97σ | +5.28% | About once every 63 days29 comparable moves / 1,826 observations | -0.53% | -2.28% | +8.50% |
| 21 Aug 2026 | +2.69σ | +4.92% | About once every 38 days48 comparable moves / 1,826 observations | +1.21% | +0.65% | +12.45% |
| 20 Aug 2026 | +2.85σ | +4.35% | About once every 47 days39 comparable moves / 1,826 observations | +4.92% | +8.71% | +16.37% |
| 19 Aug 2026 | +3.19σ | +3.90% | About once every 87 days21 comparable moves / 1,826 observations | +4.35% | +12.75% | +21.32% |
| 30 Jul 2026 | +2.63σ | +3.50% | About once every 37 days50 comparable moves / 1,826 observations | -0.84% | +0.07% | +16.99% |
| 30 May 2026 | +8.58σ | +11.76% | Not previously observed in 5 years0 comparable moves / 1,826 observations | -1.14% | -20.06% | -22.15% |
| 5 Feb 2026 | -4.01σ | -12.76% | About once every 152 days12 comparable moves / 1,826 observations | +8.04% | +0.98% | +1.97% |
| 4 Feb 2026 | -2.75σ | -7.62% | About once every 42 days44 comparable moves / 1,826 observations | -12.76% | -12.79% | -10.03% |
| 31 Jan 2026 | -5.01σ | -9.02% | About once every 304 days6 comparable moves / 1,826 observations | -2.92% | -17.20% | -18.38% |
| 20 Jan 2026 | -2.63σ | -4.27% | About once every 35 days52 comparable moves / 1,826 observations | -0.10% | +1.60% | -31.26% |
| 13 Jan 2026 | +2.60σ | +4.19% | About once every 34 days54 comparable moves / 1,826 observations | +0.50% | -6.31% | -34.91% |
| 12 Oct 2025 | +2.89σ | +14.76% | About once every 49 days37 comparable moves / 1,826 observations | -0.62% | -14.80% | -26.45% |
| 10 Oct 2025 | -3.43σ | -12.18% | About once every 96 days19 comparable moves / 1,826 observations | +2.96% | -2.84% | -9.60% |
| 3 Oct 2025 | +2.79σ | +9.10% | About once every 43 days42 comparable moves / 1,826 observations | -3.25% | -7.31% | -8.92% |
| 25 Sep 2025 | -2.89σ | -7.13% | About once every 52 days35 comparable moves / 1,826 observations | +1.58% | +15.26% | +18.04% |
| 20 Sep 2025 | +2.88σ | +6.06% | About once every 52 days35 comparable moves / 1,826 observations | +0.39% | -7.22% | +5.41% |
| 22 Aug 2025 | +2.92σ | +7.23% | About once every 54 days34 comparable moves / 1,826 observations | -2.20% | -4.21% | +16.40% |
| 20 Aug 2025 | +2.70σ | +5.45% | About once every 42 days44 comparable moves / 1,826 observations | -3.40% | -1.60% | +13.24% |
| 27 Jul 2025 | +4.00σ | +6.39% | About once every 152 days12 comparable moves / 1,826 observations | -2.36% | -10.99% | +2.33% |
| 23 Jun 2025 | +2.50σ | +4.01% | About once every 34 days54 comparable moves / 1,826 observations | +0.47% | +2.56% | +21.27% |
| 5 Jun 2025 | -2.62σ | -4.51% | About once every 37 days50 comparable moves / 1,826 observations | +1.48% | +3.38% | +3.61% |
| 9 May 2025 | +3.01σ | +5.90% | About once every 63 days29 comparable moves / 1,826 observations | -0.36% | -2.93% | -2.14% |
| 8 May 2025 | +2.63σ | +4.39% | About once every 39 days47 comparable moves / 1,826 observations | +5.90% | +3.61% | +3.44% |
| 6 Apr 2025 | -2.69σ | -6.34% | About once every 43 days42 comparable moves / 1,826 observations | -0.17% | +5.17% | +8.47% |
| 3 Mar 2025 | -2.65σ | -7.67% | About once every 41 days45 comparable moves / 1,826 observations | +1.37% | -7.74% | +2.53% |
| 12 Feb 2025 | +2.86σ | +8.54% | About once every 48 days38 comparable moves / 1,827 observations | -4.62% | -6.25% | -15.66% |
| 4 Feb 2025 | -3.16σ | -7.21% | About once every 70 days26 comparable moves / 1,827 observations | -0.55% | +12.12% | +4.16% |
| 2 Feb 2025 | -2.63σ | -5.38% | About once every 41 days45 comparable moves / 1,827 observations | -0.10% | -0.32% | -5.47% |
| 3 Dec 2024 | +5.53σ | +13.40% | About once every 305 days6 comparable moves / 1,827 observations | +0.67% | -7.87% | -3.86% |
| 6 Nov 2024 | +2.83σ | +5.15% | About once every 48 days38 comparable moves / 1,827 observations | +1.02% | +4.81% | +23.30% |
| 4 Jul 2024 | -3.42σ | -7.74% | About once every 83 days22 comparable moves / 1,827 observations | -3.10% | +2.18% | +3.12% |
| 10 Jun 2024 | -2.67σ | -7.12% | About once every 42 days44 comparable moves / 1,827 observations | -3.62% | -3.33% | -16.06% |
| 4 Jun 2024 | +4.48σ | +9.47% | About once every 183 days10 comparable moves / 1,827 observations | +1.91% | -12.13% | -25.10% |
| 13 Mar 2024 | +3.88σ | +17.30% | About once every 131 days14 comparable moves / 1,827 observations | -4.33% | -11.69% | -5.54% |
| 7 Mar 2024 | +2.88σ | +10.53% | About once every 52 days35 comparable moves / 1,827 observations | +2.36% | +27.10% | +23.35% |
| 6 Mar 2024 | +3.00σ | +8.96% | About once every 63 days29 comparable moves / 1,827 observations | +10.53% | +46.83% | +34.56% |
| 21 Feb 2024 | +3.05σ | +6.94% | About once every 70 days26 comparable moves / 1,826 observations | +0.90% | +9.34% | +46.04% |
| 15 Feb 2024 | +2.91σ | +6.08% | About once every 57 days32 comparable moves / 1,826 observations | +1.75% | +8.02% | +62.73% |
| 26 Dec 2023 | +4.55σ | +11.54% | About once every 203 days9 comparable moves / 1,826 observations | +8.87% | +4.87% | -1.88% |
| 21 Nov 2023 | -5.31σ | -10.90% | About once every 261 days7 comparable moves / 1,826 observations | +4.70% | +1.82% | +20.67% |
| 6 Nov 2023 | +2.73σ | +4.55% | About once every 45 days41 comparable moves / 1,825 observations | -3.49% | -5.49% | -10.07% |
| 23 Oct 2023 | +3.89σ | +4.91% | About once every 139 days13 comparable moves / 1,811 observations | -1.44% | -0.22% | +3.33% |
| 17 Aug 2023 | -4.25σ | -5.99% | About once every 159 days11 comparable moves / 1,744 observations | -0.92% | +0.41% | -1.47% |
| 10 Jun 2023 | -2.86σ | -8.37% | About once every 49 days34 comparable moves / 1,676 observations | -1.38% | +2.43% | +3.14% |
| 7 Jun 2023 | -3.07σ | -7.79% | About once every 70 days24 comparable moves / 1,673 observations | +1.04% | -8.25% | -9.14% |
| 5 Jun 2023 | -7.32σ | -9.21% | 2 times in 5 years2 comparable moves / 1,671 observations | +1.55% | -16.47% | -13.72% |
| 19 Apr 2023 | -3.04σ | -6.03% | About once every 71 days23 comparable moves / 1,624 observations | -1.33% | +2.54% | -4.19% |
| 16 Mar 2023 | +2.83σ | +7.54% | About once every 50 days32 comparable moves / 1,590 observations | +2.88% | +0.00% | +1.09% |
| 13 Mar 2023 | +2.95σ | +6.87% | About once every 59 days27 comparable moves / 1,587 observations | +0.16% | +7.99% | +3.90% |
| 15 Feb 2023 | +2.51σ | +7.16% | About once every 37 days42 comparable moves / 1,561 observations | -4.10% | -1.58% | +6.77% |
| 9 Feb 2023 | -3.19σ | -6.70% | About once every 74 days21 comparable moves / 1,555 observations | -0.13% | -0.59% | -9.86% |
| 16 Dec 2022 | -3.46σ | -10.66% | About once every 88 days17 comparable moves / 1,500 observations | +4.71% | +6.49% | +30.71% |
| 9 Nov 2022 | -7.61σ | -18.36% | 1 times in 4 years1 comparable moves / 1,463 observations | +13.73% | +1.68% | +7.00% |
| 4 Nov 2022 | +3.42σ | +7.62% | About once every 91 days16 comparable moves / 1,458 observations | -1.52% | -18.10% | -17.71% |
| 13 Jun 2022 | -3.22σ | -12.48% | About once every 77 days17 comparable moves / 1,314 observations | +0.00% | -2.91% | +3.36% |
| 11 May 2022 | -2.90σ | -14.92% | About once every 56 days23 comparable moves / 1,281 observations | -0.92% | +5.97% | +5.49% |
| 9 May 2022 | -5.89σ | -16.80% | About once every 256 days5 comparable moves / 1,279 observations | +7.77% | +0.37% | -2.57% |
| 21 Jan 2022 | -3.74σ | -12.79% | About once every 106 days11 comparable moves / 1,171 observations | -6.67% | +0.52% | -0.86% |
| 11 Jan 2022 | +2.56σ | +9.16% | About once every 39 days30 comparable moves / 1,161 observations | +5.22% | +1.68% | -10.55% |
The number has a method behind it
Sigma measures the size of a log return relative to volatility estimated before the period. Rarity is counted from actual historical standardized moves, not inferred from a normal distribution.
σt = ln(Ct / Ct−1) / vtvt ← t−1, t−2, …
Volatility adapts to the market regime with EWMA (λ = 0.94 for daily and weekly observations). Current-period returns are excluded. Each historical σ uses its own prior volatility.
Both directions count toward rarity. Reference history spans up to five years. A period with no prior exceedances is labelled unprecedented in the observed sample; it is never given an invented recurrence interval.
Stock observations use split-adjusted price returns, without dividend reinvestment. Commodities are explicitly labelled ETF price proxies; they do not represent spot commodity prices.
Questions behind the sigma
What does a 3σ move mean?
The period log return is three times the volatility estimated from earlier periods. Sigma is signed: negative for declines and positive for rises.
Why not calculate rarity from a normal distribution?
Market returns have heavy tails and changing volatility. We count actual past absolute sigma exceedances for the same instrument and period.
Does “once every 200 days” predict the next event?
No. It is the number of historical observed periods divided by comparable moves. Events can cluster and the market regime can change.
How much history is required?
At least three years of valid standardized observations, after a one-year volatility warm-up. This normally requires approximately four years of source history.
Are all instruments directly comparable?
The engine is shared, but each instrument has its own prices, calendar, volatility and reference sample. Commodity cards use explicitly labelled ETF proxies.
What happens on quiet days?
The page shows the largest covered standardized move, the complete rarity scale and recent records. Missing data is reported separately from market calm.
For information only. Historical observations are not investment advice and do not predict future moves. A rare move can be followed by another rare move.