+1 d
Median return +0.98%Completed observations: 13
- Middle 50%
- -0.63% … +2.42%
- Positive returns
- 69%
Shiba Inu · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Shiba Inu's latest move against its own history.
SHIB Below threshold
-6.06%
-1.91σ
About once every 15 days
109 comparable moves / 1,610 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 -1.59%Completed observations: 13
- Middle 50%
- -7.10% … +6.34%
- Positive returns
- 38%
+30 d
Median return -4.34%Completed observations: 12
- Middle 50%
- -10.86% … -1.13%
- Positive returns
- 25%
Every rare move, in context
Instrument: kucoin:spot:SHIB-USDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 21 Sep 2026 | +2.69σ | +10.30% | About once every 37 days43 comparable moves / 1,594 observations | +0.98% | -6.08% | — |
| 21 Aug 2026 | +5.13σ | +19.72% | About once every 195 days8 comparable moves / 1,563 observations | -7.74% | -12.26% | -7.11% |
| 25 Jul 2026 | +8.75σ | +17.04% | Not previously observed in 4 years0 comparable moves / 1,536 observations | +8.60% | -1.59% | +11.76% |
| 5 Jun 2026 | -3.33σ | -7.99% | About once every 74 days20 comparable moves / 1,486 observations | +0.18% | +6.34% | -3.09% |
| 2 Jun 2026 | -3.60σ | -6.26% | About once every 87 days17 comparable moves / 1,483 observations | +0.27% | -9.93% | -17.25% |
| 5 Feb 2026 | -4.77σ | -15.12% | About once every 171 days8 comparable moves / 1,366 observations | +12.34% | +7.39% | -5.36% |
| 4 Jan 2026 | +2.93σ | +11.90% | About once every 56 days24 comparable moves / 1,334 observations | +2.42% | -6.43% | -25.92% |
| 1 Jan 2026 | +2.59σ | +8.09% | About once every 30 days44 comparable moves / 1,331 observations | +8.81% | +17.26% | -8.85% |
| 7 Nov 2025 | +2.54σ | +11.07% | About once every 28 days45 comparable moves / 1,276 observations | -0.63% | -10.42% | -16.88% |
| 3 Nov 2025 | -2.78σ | -9.62% | About once every 40 days32 comparable moves / 1,272 observations | -3.76% | +10.34% | -2.37% |
| 10 Oct 2025 | -7.61σ | -18.98% | 2 times in 3 years2 comparable moves / 1,248 observations | +2.20% | +0.20% | +2.61% |
| 23 Jul 2025 | -3.69σ | -10.40% | About once every 97 days12 comparable moves / 1,169 observations | -1.71% | -7.10% | -3.31% |
| 23 Jun 2025 | +2.74σ | +9.26% | About once every 38 days30 comparable moves / 1,139 observations | +1.17% | -1.24% | +19.70% |
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.