CRYPTO VOLATILITY INTELLIGENCE // 2026

BTC-USD LIVE PRICE

MIXED

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VOLATILITY PRESSURE: —

NEXT HOUR · UP

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NEXT HOUR · DOWN

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NEXT DAY · UP

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NEXT DAY · DOWN

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ETH-USD LIVE PRICE

MIXED

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VOLATILITY PRESSURE: —

NEXT HOUR · UP

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NEXT HOUR · DOWN

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NEXT DAY · UP

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NEXT DAY · DOWN

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FEATURE BARS

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1-SEC WINDOWS

LABEL RATE

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τ = 75TH PCT

PR-AUC · LOGISTIC

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VS BASELINE 0.826

F1 @ THRESHOLD

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VAL-SELECTED THR

TRAIN / VAL / TEST

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60 / 20 / 20 %

VOLATILITY TIMELINE

LEFT: absolute price (USD) · RIGHT: realized_vol_60s ×10⁻⁴ · ORANGE DOTS = model spike flags · tabs switch pair

━ PRICE (LEFT AXIS, USD) ╌ VOL ×10⁻⁴ (RIGHT AXIS) ● SPIKE (MODEL FLAG)

BASELINE · Z-SCORE

REFERENCE

PR-AUC

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F1 SCORE

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POSITIVE RATE

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Single-feature z-score on normalized volatility. Threshold selected on validation F1. Sensitive to non-stationarity in reference window.

LOGISTIC REGRESSION

WINNER ↑

PR-AUC

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F1 SCORE

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POSITIVE RATE

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StandardScaler + LogisticRegression (liblinear, balanced). Jointly weights spread_bps + realized_vol_60s + ewma_abs_return. Train time: <10ms.

LOGISTIC vs BASELINE — IMPROVEMENT

PR-AUC DELTA

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F1 DELTA

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SPIKE RADAR

Orange-dot events from the model. In live mode, this panel updates the moment a new spike is flagged.

NO ACTIVE SPIKE

Orange dots mean the model thinks the next minute is unusually likely to become turbulent. They do not mean price must go up or down.

WHAT THIS MEANS NEXT

Simple turbulence probabilities for a non-technical reader. Think of it as the live odds of a yes-or-no question: “Will the market get rougher from here?”

BTC-USD

NEXT MINUTE

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— calmer

NEXT HOUR

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— calmer

NEXT DAY

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— calmer

Load exported or live data to view the simple turbulence outlook. Higher percentages mean rougher conditions are becoming more likely; lower percentages mean the market is cooling down.

RECENT PREDICTIONS

TEST-SET SAMPLE · LAST 20 ROWS

TIME	PAIR	TRUE	PRED	PROB

METHODS

01 COINBASE WEBSOCKET → KAFKA (ticks.raw) → FEATURE STORE (ticks.features)

02 1-SEC OHLCV BARS · 11 FEATURES · TAU = 75TH PCT (7.83×10⁻⁵)

03 TRAIN/VAL/TEST = 60/20/20 % (CHRONOLOGICAL SPLIT)

04 BASELINE Z-SCORE · LOGISTIC REGRESSION · MLFLOW TRACKING

05 EVIDENTLY DRIFT REPORT · FEATURE DISTRIBUTION SHIFT DETECTED (CALM CLOSE)

06 VOL AUTOCORR r=0.991 (realized_vol_60s ↔ sigma_future_60s) — PERSISTENCE, NOT LEAKAGE

MODEL_EVAL.PDF EVIDENTLY REPORT PR CURVE PREDICTIONS CSV