+1 d
Median return -1.02%Completed observations: 29
- Middle 50%
- -3.01% … +3.10%
- Positive returns
- 41%
Filecoin · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Filecoin's latest move against its own history.
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 +0.17%Completed observations: 29
- Middle 50%
- -7.22% … +4.67%
- Positive returns
- 52%
+30 d
Median return -3.70%Completed observations: 28
- Middle 50%
- -19.08% … +12.07%
- Positive returns
- 46%
Every rare move, in context
Instrument: binance:spot:FILUSDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 13 Sep 2026 | +4.20σ | +18.82% | About once every 138 days13 comparable moves / 1,793 observations | -1.73% | -0.96% | — |
| 1 Sep 2026 | +3.41σ | +14.20% | About once every 66 days27 comparable moves / 1,781 observations | +2.51% | +8.38% | +30.92% |
| 21 Aug 2026 | +2.51σ | +10.07% | About once every 31 days58 comparable moves / 1,770 observations | -5.92% | -15.23% | +16.48% |
| 20 Aug 2026 | +2.66σ | +9.11% | About once every 40 days44 comparable moves / 1,769 observations | +10.07% | -4.24% | +30.78% |
| 5 Jun 2026 | -3.29σ | -15.13% | About once every 58 days29 comparable moves / 1,693 observations | -0.54% | +1.90% | +8.84% |
| 2 Jun 2026 | -2.57σ | -9.83% | About once every 33 days51 comparable moves / 1,690 observations | +7.54% | -11.48% | -10.32% |
| 8 May 2026 | +3.79σ | +17.21% | About once every 79 days21 comparable moves / 1,665 observations | -6.76% | -21.45% | -39.94% |
| 6 May 2026 | +4.77σ | +14.48% | About once every 208 days8 comparable moves / 1,663 observations | -1.52% | -6.10% | -34.08% |
| 25 Feb 2026 | +4.08σ | +20.68% | About once every 133 days12 comparable moves / 1,593 observations | -3.39% | -3.48% | -21.00% |
| 5 Feb 2026 | -3.96σ | -15.90% | About once every 131 days12 comparable moves / 1,573 observations | +10.65% | +3.51% | +7.81% |
| 31 Jan 2026 | -2.78σ | -10.54% | About once every 46 days34 comparable moves / 1,568 observations | -1.62% | -7.22% | -6.18% |
| 1 Jan 2026 | +2.63σ | +14.25% | About once every 38 days40 comparable moves / 1,538 observations | +1.42% | +0.94% | -29.06% |
| 7 Nov 2025 | +6.05σ | +79.19% | 4 times in 4 years4 comparable moves / 1,483 observations | -12.79% | -41.13% | -57.10% |
| 6 Nov 2025 | +4.80σ | +35.50% | About once every 247 days6 comparable moves / 1,482 observations | +79.19% | +9.24% | -21.18% |
| 3 Nov 2025 | -2.51σ | -13.39% | About once every 32 days46 comparable moves / 1,479 observations | -5.27% | +77.06% | +10.60% |
| 10 Oct 2025 | -9.54σ | -26.68% | Not previously observed in 4 years0 comparable moves / 1,455 observations | -7.24% | -13.06% | +65.10% |
| 25 Aug 2025 | -2.57σ | -9.90% | About once every 35 days40 comparable moves / 1,409 observations | +6.36% | +4.67% | +1.92% |
| 23 Jul 2025 | -3.48σ | -9.92% | About once every 72 days19 comparable moves / 1,376 observations | -2.20% | -5.64% | -2.42% |
| 30 May 2025 | -2.55σ | -9.15% | About once every 32 days41 comparable moves / 1,322 observations | +3.34% | -4.10% | -4.98% |
| 8 May 2025 | +3.81σ | +13.34% | About once every 93 days14 comparable moves / 1,300 observations | +3.10% | +0.17% | -14.47% |
| 6 Apr 2025 | -3.31σ | -11.90% | About once every 67 days19 comparable moves / 1,268 observations | -0.29% | +4.97% | +8.88% |
| 3 Mar 2025 | -2.87σ | -13.88% | About once every 49 days25 comparable moves / 1,234 observations | -1.79% | -13.94% | -12.02% |
| 24 Feb 2025 | -2.66σ | -11.66% | About once every 41 days30 comparable moves / 1,227 observations | +4.21% | +1.86% | +0.36% |
| 2 Feb 2025 | -3.82σ | -17.63% | About once every 100 days12 comparable moves / 1,205 observations | -2.61% | -8.05% | -16.25% |
| 9 Dec 2024 | -3.90σ | -20.37% | About once every 128 days9 comparable moves / 1,150 observations | -1.02% | +4.20% | -18.44% |
| 30 Nov 2024 | +2.59σ | +15.19% | About once every 37 days31 comparable moves / 1,141 observations | -3.01% | +10.57% | -30.34% |
| 16 Nov 2024 | +2.82σ | +12.98% | About once every 47 days24 comparable moves / 1,127 observations | -8.43% | +13.09% | +37.64% |
| 6 Nov 2024 | +2.83σ | +9.41% | About once every 49 days23 comparable moves / 1,117 observations | +1.56% | +9.87% | +117.71% |
| 25 Oct 2024 | -2.64σ | -7.94% | About once every 43 days26 comparable moves / 1,105 observations | +0.84% | +0.81% | +66.30% |
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.