+1 d
Median return +1.37%Completed observations: 22
- Middle 50%
- -3.21% … +4.93%
- Positive returns
- 59%
Solana · Sigma Moves
Closed-period price moves, measured against their own history. One engine. Five markets. No forecasts.
Latest closed period
Solana'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 +0.16%Completed observations: 22
- Middle 50%
- -7.70% … +6.59%
- Positive returns
- 55%
+30 d
Median return -3.15%Completed observations: 21
- Middle 50%
- -12.88% … +19.27%
- Positive returns
- 48%
Every rare move, in context
Instrument: binance:spot:SOLUSDT
| Date | σ | Move | Observed rarity | +1 d | +7 d | +30 d |
|---|---|---|---|---|---|---|
| 18 Sep 2026 | +3.32σ | +10.90% | About once every 107 days17 comparable moves / 1,826 observations | -1.47% | +8.37% | — |
| 19 Aug 2026 | +6.21σ | +10.81% | 1 times in 5 years1 comparable moves / 1,826 observations | +2.67% | +19.55% | +32.02% |
| 5 Jun 2026 | -2.65σ | -7.61% | About once every 44 days40 comparable moves / 1,758 observations | -2.26% | +5.00% | +28.21% |
| 2 Jun 2026 | -4.85σ | -8.67% | 1 times in 5 years1 comparable moves / 1,755 observations | -3.53% | -12.49% | +8.76% |
| 5 Feb 2026 | -3.67σ | -14.95% | About once every 149 days11 comparable moves / 1,638 observations | +11.63% | +0.06% | +6.22% |
| 31 Jan 2026 | -3.34σ | -10.21% | About once every 117 days14 comparable moves / 1,633 observations | -4.54% | -17.04% | -17.94% |
| 25 Jan 2026 | -2.55σ | -6.57% | About once every 40 days41 comparable moves / 1,627 observations | +4.54% | -15.20% | -33.54% |
| 3 Nov 2025 | -3.18σ | -11.53% | About once every 97 days16 comparable moves / 1,544 observations | -6.64% | +0.75% | -12.88% |
| 10 Oct 2025 | -4.13σ | -14.71% | About once every 253 days6 comparable moves / 1,520 observations | -5.74% | -3.43% | -12.68% |
| 25 Sep 2025 | -2.68σ | -8.91% | About once every 44 days34 comparable moves / 1,505 observations | +6.45% | +21.79% | +0.57% |
| 22 Aug 2025 | +2.64σ | +11.32% | About once every 43 days34 comparable moves / 1,471 observations | +1.72% | +2.19% | +17.67% |
| 12 Aug 2025 | +2.77σ | +9.69% | About once every 50 days29 comparable moves / 1,461 observations | +5.07% | -8.11% | +19.27% |
| 21 Jul 2025 | +2.63σ | +7.88% | About once every 44 days33 comparable moves / 1,439 observations | +5.10% | -6.44% | -3.98% |
| 23 Jun 2025 | +2.84σ | +9.72% | About once every 59 days24 comparable moves / 1,411 observations | +0.98% | +7.13% | +31.06% |
| 8 May 2025 | +3.14σ | +11.63% | About once every 85 days16 comparable moves / 1,365 observations | +5.06% | +2.86% | -8.76% |
| 6 Apr 2025 | -2.51σ | -11.98% | About once every 38 days35 comparable moves / 1,333 observations | +1.02% | +21.22% | +38.68% |
| 3 Mar 2025 | -3.07σ | -20.45% | About once every 76 days17 comparable moves / 1,299 observations | +1.85% | -16.77% | -17.40% |
| 2 Mar 2025 | +4.08σ | +24.40% | About once every 216 days6 comparable moves / 1,298 observations | -20.45% | -29.21% | -29.12% |
| 24 Feb 2025 | -4.44σ | -15.56% | 2 times in 4 years2 comparable moves / 1,292 observations | +1.78% | +0.25% | -3.15% |
| 18 Jan 2025 | +4.21σ | +19.34% | 4 times in 3 years4 comparable moves / 1,255 observations | -3.65% | -2.12% | -32.23% |
| 9 Dec 2024 | -2.59σ | -8.60% | About once every 45 days27 comparable moves / 1,215 observations | -1.40% | -0.20% | -8.84% |
| 6 Nov 2024 | +3.56σ | +11.99% | About once every 169 days7 comparable moves / 1,182 observations | +5.23% | +15.30% | +26.95% |
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.