+1 d
Median return -0.20%Completed observations: 24
- Middle 50%
- -2.79% … +3.91%
- Positive returns
- 46%
Polkadot · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Polkadot's latest move against its own history.
DOT Below threshold
-7.12%
-1.69σ
About once every 11 days
170 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 -1.61%Completed observations: 24
- Middle 50%
- -8.01% … +4.19%
- Positive returns
- 50%
+30 d
Median return -6.80%Completed observations: 23
- Middle 50%
- -18.07% … +6.55%
- Positive returns
- 35%
Every rare move, in context
Instrument: kucoin:spot:DOT-USDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 8 Sep 2026 | +4.11σ | +17.25% | About once every 261 days7 comparable moves / 1,826 observations | -9.92% | -24.21% | — |
| 21 Aug 2026 | +3.55σ | +10.71% | About once every 107 days17 comparable moves / 1,825 observations | -1.99% | -9.67% | +20.75% |
| 20 Aug 2026 | +3.11σ | +7.50% | About once every 63 days29 comparable moves / 1,824 observations | +10.71% | +3.90% | +32.55% |
| 27 Jul 2026 | -3.99σ | -8.32% | About once every 200 days9 comparable moves / 1,800 observations | +0.28% | +8.64% | +15.32% |
| 5 Jun 2026 | -2.93σ | -8.85% | About once every 50 days35 comparable moves / 1,748 observations | -0.34% | +1.29% | -6.80% |
| 2 Jun 2026 | -3.04σ | -6.92% | About once every 62 days28 comparable moves / 1,745 observations | +2.32% | -11.35% | -22.02% |
| 16 Apr 2026 | +3.39σ | +12.32% | About once every 81 days21 comparable moves / 1,698 observations | +0.44% | -6.59% | -4.55% |
| 25 Feb 2026 | +7.00σ | +34.34% | 1 times in 5 years1 comparable moves / 1,648 observations | -3.30% | -7.39% | -22.38% |
| 5 Feb 2026 | -3.80σ | -14.66% | About once every 163 days10 comparable moves / 1,628 observations | +9.71% | +2.92% | +16.14% |
| 13 Jan 2026 | +2.74σ | +11.17% | About once every 42 days38 comparable moves / 1,605 observations | -2.45% | -16.80% | -43.80% |
| 1 Jan 2026 | +2.74σ | +11.60% | About once every 43 days37 comparable moves / 1,593 observations | +8.38% | +5.67% | -22.55% |
| 27 Dec 2025 | +2.73σ | +10.81% | About once every 43 days37 comparable moves / 1,588 observations | -3.07% | +11.28% | -1.75% |
| 7 Nov 2025 | +3.55σ | +21.94% | About once every 118 days13 comparable moves / 1,538 observations | -0.07% | -13.48% | -35.63% |
| 3 Nov 2025 | -2.98σ | -13.39% | About once every 55 days28 comparable moves / 1,534 observations | -2.98% | +26.26% | -8.51% |
| 10 Oct 2025 | -8.53σ | -25.67% | Not previously observed in 4 years0 comparable moves / 1,510 observations | -1.02% | -4.50% | +6.86% |
| 23 Jul 2025 | -3.31σ | -9.61% | About once every 80 days18 comparable moves / 1,431 observations | -2.72% | -7.46% | +1.64% |
| 8 May 2025 | +3.83σ | +12.28% | About once every 194 days7 comparable moves / 1,355 observations | +7.74% | +7.21% | -9.54% |
| 3 Mar 2025 | -2.98σ | -14.05% | About once every 52 days25 comparable moves / 1,289 observations | -3.24% | -13.51% | -11.40% |
| 24 Feb 2025 | -2.93σ | -10.86% | About once every 51 days25 comparable moves / 1,282 observations | +5.04% | +1.30% | +6.25% |
| 2 Feb 2025 | -2.88σ | -12.84% | About once every 48 days26 comparable moves / 1,260 observations | +0.58% | -7.44% | -15.90% |
| 9 Dec 2024 | -3.27σ | -18.43% | About once every 71 days17 comparable moves / 1,205 observations | -0.96% | +3.27% | -20.24% |
| 23 Nov 2024 | +4.02σ | +28.45% | About once every 198 days6 comparable moves / 1,189 observations | +3.53% | +5.07% | -13.28% |
| 10 Nov 2024 | +3.71σ | +13.22% | About once every 147 days8 comparable moves / 1,176 observations | +8.91% | +3.45% | +60.13% |
| 30 Sep 2024 | -2.79σ | -7.05% | About once every 47 days24 comparable moves / 1,135 observations | -6.29% | -6.88% | -5.44% |
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.