Market
IntelliExpectedMove
Projects a coin's likely range over 24h to a month at 68% and 95% confidence.
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About IntelliExpectedMove
Setting a 1% stop on a coin that swings 5% a day is how good ideas get stopped out for no reason. IntelliExpectedMove takes a coin's actual recent volatility and projects how far it's likely to travel over the next day, few days, week or month — the 68% band (±1σ) and the 95% band (±2σ) as concrete prices around the current one. It's the sizing context every stop and target should start from. Computed in your browser.
How to use
- Enter a coin
- Read the expected range for each horizon
- Set stops beyond the noise band, targets within reach
- Re-check when volatility shifts
FAQ
How is the range calculated?
From the standard deviation of recent hourly log returns, scaled by the square root of the horizon. The 68% band is one standard deviation, the 95% band is two — the same statistics options traders use for expected move.
Why not treat the 95% band as a hard limit?
Because crypto has fat tails — big moves happen more often than a normal distribution predicts. The 95% band is ‘unusual’, not ‘impossible’, so size for the chance it's exceeded.
Does it predict direction?
No — only distance. It tells you how far the coin tends to move, not which way. Pair it with IntelliRegime for state and IntelliRisk for leverage survival.