Probabilistic forecasts

Forecasts that show their uncertainty, and their track record

Price ranges for every major coin from 4 hours to 1 year, with bull/base/bear targets, a prediction cone and every forecast scored in public.

Try asking

How likely is a 10% drop in bitcoin over the next 7 days, according to the model?
Set a price alert near the edge of the 80% range.
Compare forecast ranges for two assets with similar Research Scores.
Check whether the 80% intervals have actually contained 80% of outcomes.

Ranges, not targets

Median plus 50%, 80% and 90% price intervals show what is plausible, not just one guess.

Practical probabilities

See the model's probability of a move beyond ±5%, ±10% and ±20% by the end of each horizon.

A record nobody can rewrite

Every forecast is written to an append-only ledger when it is made and evaluated automatically when it matures.

Honest about direction

No directional call is shown unless a model has beaten a 50/50 baseline in walk-forward testing. Otherwise we say so.

How it works

Measure recent volatility

Model DK-EWMA-LN v1 estimates volatility from daily log returns with exponential weighting (λ = 0.94).

Project the range

Volatility is scaled to each horizon and turned into log-normal price intervals and threshold probabilities.

Log and evaluate

Each forecast enters the ledger at creation and is scored for coverage, Brier score, log loss and calibration when it matures.

Honest limits

Knowing what a tool can't do is part of using it well.

  • DK-EWMA-LN v1 is a volatility model: it does not claim to know which way price will move.
  • Crypto has fatter tails than a log-normal model assumes, so extreme moves can exceed the 90% range more often than expected.
  • Performance statistics need at least 30 matured forecasts per horizon before they are shown as reliable.
  • Forecasts are statistical estimates, not advice or promises.