+1 d
Median return +1.46%Completed observations: 17
- Middle 50%
- -0.28% … +5.25%
- Positive returns
- 65%
Litecoin · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Litecoin'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 -1.07%Completed observations: 17
- Middle 50%
- -4.45% … +3.35%
- Positive returns
- 41%
+30 d
Median return +1.47%Completed observations: 17
- Middle 50%
- -6.30% … +26.09%
- Positive returns
- 53%
Every rare move, in context
Instrument: binance:spot:LTCUSDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 19 Apr 2023 | -4.02σ | -11.26% | About once every 122 days13 comparable moves / 1,587 observations | -0.28% | -2.59% | +1.47% |
| 12 Mar 2023 | +2.60σ | +10.19% | About once every 36 days43 comparable moves / 1,549 observations | +6.82% | +10.12% | +23.55% |
| 9 Mar 2023 | -2.57σ | -7.35% | About once every 34 days45 comparable moves / 1,546 observations | -6.92% | +2.84% | +17.25% |
| 22 Nov 2022 | +2.51σ | +15.25% | About once every 29 days49 comparable moves / 1,439 observations | +11.83% | +7.27% | -6.30% |
| 10 Nov 2022 | +2.99σ | +19.49% | About once every 59 days24 comparable moves / 1,427 observations | +1.54% | +3.35% | +26.09% |
| 9 Nov 2022 | -2.56σ | -12.35% | About once every 32 days44 comparable moves / 1,426 observations | +19.49% | +13.44% | +50.57% |
| 8 Nov 2022 | -4.23σ | -14.24% | About once every 158 days9 comparable moves / 1,425 observations | -12.35% | +0.33% | +35.37% |
| 4 Nov 2022 | +2.65σ | +9.28% | About once every 38 days37 comparable moves / 1,421 observations | +2.44% | -9.01% | +14.04% |
| 2 Nov 2022 | +4.09σ | +10.62% | About once every 129 days11 comparable moves / 1,419 observations | +1.46% | -16.85% | +27.88% |
| 25 Oct 2022 | +2.63σ | +6.43% | About once every 38 days37 comparable moves / 1,411 observations | +0.84% | -1.47% | +40.67% |
| 6 Sep 2022 | -2.93σ | -10.40% | About once every 50 days27 comparable moves / 1,362 observations | +5.91% | +9.22% | -1.07% |
| 19 Aug 2022 | -3.18σ | -10.05% | About once every 75 days18 comparable moves / 1,344 observations | +0.20% | -2.43% | -2.52% |
| 11 May 2022 | -2.96σ | -16.96% | About once every 54 days23 comparable moves / 1,244 observations | -3.15% | -0.90% | -14.86% |
| 9 May 2022 | -5.42σ | -18.85% | About once every 248 days5 comparable moves / 1,242 observations | +5.25% | -11.68% | -19.55% |
| 5 May 2022 | -2.60σ | -8.94% | About once every 36 days34 comparable moves / 1,238 observations | -0.10% | -33.37% | -34.19% |
| 6 Apr 2022 | -2.89σ | -8.96% | About once every 48 days25 comparable moves / 1,209 observations | +2.15% | -1.07% | -13.43% |
| 21 Jan 2022 | -2.98σ | -11.72% | About once every 57 days20 comparable moves / 1,134 observations | -5.33% | -4.45% | -3.41% |
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.