+1 d
Median return +0.04%Completed observations: 41
- Middle 50%
- -1.64% … +2.51%
- Positive returns
- 56%
Cosmos · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Cosmos's latest move against its own history.
ATOM Below threshold
-3.20%
-0.84σ
Common move: this size or larger in 35% of observations
632 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 +0.49%Completed observations: 41
- Middle 50%
- -6.06% … +8.03%
- Positive returns
- 51%
+30 d
Median return -2.34%Completed observations: 40
- Middle 50%
- -12.90% … +8.17%
- Positive returns
- 45%
Every rare move, in context
Instrument: binance:spot:ATOMUSDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 8 Sep 2026 | +4.59σ | +13.98% | 4 times in 5 years4 comparable moves / 1,826 observations | -0.11% | -18.34% | — |
| 13 Aug 2026 | +2.67σ | +7.29% | About once every 42 days43 comparable moves / 1,826 observations | +0.67% | +0.80% | +6.92% |
| 3 Aug 2026 | +2.90σ | +7.90% | About once every 68 days27 comparable moves / 1,826 observations | +0.73% | +2.49% | +6.52% |
| 27 Jul 2026 | -3.60σ | -7.15% | About once every 140 days13 comparable moves / 1,826 observations | +0.69% | +5.16% | +16.47% |
| 11 Jun 2026 | +4.33σ | +15.37% | 4 times in 5 years4 comparable moves / 1,826 observations | -2.61% | -10.87% | -22.27% |
| 5 Jun 2026 | -3.12σ | -8.40% | About once every 96 days19 comparable moves / 1,826 observations | -1.81% | +19.48% | -3.62% |
| 15 May 2026 | -2.71σ | -5.58% | About once every 52 days35 comparable moves / 1,826 observations | +5.70% | +7.31% | +4.10% |
| 7 Apr 2026 | +2.68σ | +6.11% | About once every 48 days38 comparable moves / 1,826 observations | -1.55% | -3.49% | +4.37% |
| 5 Feb 2026 | -2.63σ | -8.82% | About once every 45 days41 comparable moves / 1,826 observations | +9.24% | +8.19% | -1.87% |
| 3 Nov 2025 | -4.08σ | -17.94% | About once every 365 days5 comparable moves / 1,826 observations | +0.04% | +24.02% | -4.51% |
| 10 Oct 2025 | -11.46σ | -27.38% | Not previously observed in 5 years0 comparable moves / 1,826 observations | +6.69% | +6.99% | +0.88% |
| 22 Aug 2025 | +2.54σ | +8.81% | About once every 33 days56 comparable moves / 1,826 observations | +1.47% | -6.97% | -8.69% |
| 23 Jul 2025 | -2.84σ | -7.98% | About once every 54 days34 comparable moves / 1,826 observations | -1.64% | -6.06% | +2.49% |
| 23 Jun 2025 | +2.93σ | +9.52% | About once every 63 days29 comparable moves / 1,826 observations | +0.02% | +0.49% | +15.44% |
| 8 May 2025 | +2.69σ | +8.90% | About once every 42 days43 comparable moves / 1,826 observations | +8.92% | +7.16% | -5.11% |
| 3 Mar 2025 | -3.05σ | -13.88% | About once every 71 days25 comparable moves / 1,769 observations | -1.54% | -15.29% | -0.31% |
| 24 Feb 2025 | -2.54σ | -10.66% | About once every 33 days54 comparable moves / 1,762 observations | +2.27% | -3.03% | +11.91% |
| 2 Feb 2025 | -3.72σ | -16.09% | About once every 218 days8 comparable moves / 1,740 observations | +0.92% | -6.39% | -14.77% |
| 9 Dec 2024 | -3.20σ | -17.10% | About once every 94 days18 comparable moves / 1,685 observations | -5.41% | +5.86% | -23.04% |
| 22 Nov 2024 | +2.66σ | +17.58% | About once every 42 days40 comparable moves / 1,668 observations | +8.91% | +16.21% | -15.18% |
| 16 Nov 2024 | +3.26σ | +16.37% | About once every 98 days17 comparable moves / 1,662 observations | -7.04% | +34.32% | +45.16% |
| 10 Nov 2024 | +2.52σ | +9.89% | About once every 32 days51 comparable moves / 1,656 observations | +7.50% | +8.03% | +50.74% |
| 25 Oct 2024 | -2.83σ | -8.97% | About once every 53 days31 comparable moves / 1,640 observations | -0.97% | -5.44% | +98.35% |
| 5 Aug 2024 | -2.62σ | -8.08% | About once every 37 days42 comparable moves / 1,559 observations | +5.69% | +9.35% | -12.28% |
| 2 Aug 2024 | -2.80σ | -7.28% | About once every 47 days33 comparable moves / 1,556 observations | -4.38% | -5.13% | -19.78% |
| 3 Jul 2024 | -2.62σ | -6.33% | About once every 38 days40 comparable moves / 1,526 observations | -6.14% | -5.39% | -16.01% |
| 20 May 2024 | +2.55σ | +8.70% | About once every 34 days43 comparable moves / 1,482 observations | -1.51% | -2.52% | -22.71% |
| 13 Apr 2024 | -3.15σ | -13.88% | About once every 80 days18 comparable moves / 1,445 observations | +3.30% | +7.53% | +4.09% |
| 12 Apr 2024 | -4.03σ | -12.89% | About once every 289 days5 comparable moves / 1,444 observations | -13.88% | -13.03% | -9.55% |
| 6 Mar 2024 | +5.63σ | +18.52% | 1 times in 4 years1 comparable moves / 1,407 observations | -2.31% | -0.76% | -23.41% |
| 26 Feb 2024 | +2.62σ | +7.35% | About once every 39 days36 comparable moves / 1,398 observations | +0.65% | +12.05% | +13.39% |
| 12 Dec 2023 | +4.75σ | +19.11% | 2 times in 4 years2 comparable moves / 1,322 observations | -0.74% | -11.27% | -9.27% |
| 11 Dec 2023 | -2.54σ | -7.80% | About once every 34 days39 comparable moves / 1,321 observations | +19.11% | +10.57% | +5.32% |
| 21 Nov 2023 | -2.94σ | -8.51% | About once every 68 days19 comparable moves / 1,301 observations | +7.35% | +12.84% | +39.00% |
| 30 Oct 2023 | +4.90σ | +10.81% | 1 times in 4 years1 comparable moves / 1,279 observations | -2.17% | +7.81% | +13.78% |
| 17 Aug 2023 | -2.52σ | -5.32% | About once every 32 days38 comparable moves / 1,205 observations | +2.49% | -2.45% | -3.29% |
| 15 Aug 2023 | -2.94σ | -4.78% | About once every 67 days18 comparable moves / 1,203 observations | -3.79% | -8.73% | -15.72% |
| 13 Jul 2023 | +3.48σ | +9.04% | About once every 106 days11 comparable moves / 1,170 observations | -1.03% | -5.23% | -14.84% |
| 10 Jun 2023 | -3.62σ | -10.21% | About once every 142 days8 comparable moves / 1,137 observations | +2.51% | +8.09% | +12.20% |
| 7 Jun 2023 | -2.83σ | -7.04% | About once every 52 days22 comparable moves / 1,134 observations | +0.03% | -9.88% | -2.81% |
| 5 Jun 2023 | -3.54σ | -6.93% | About once every 142 days8 comparable moves / 1,132 observations | +1.43% | -12.66% | -6.09% |
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.