Confirmed
87%
Of 15,025 verified signals (hourly data, 2019–2026), volatility fell
after 87% of them. Counting only independent days — 81% (1,734 checks).
Signal Methodology
We do not predict price direction: across 2,088 non-overlapping windows our own model got it right 51.20% of the time — statistically indistinguishable from a coin flip. We measure a different quantity, and we publish every result together with the facts rather than a promise. Below is how both of our signals (volatility and RVR-ALT) are computed, and how their track record is verified.
What we measure
Median decline
−55.6%
The median drop in volatility after a signal. This is a change in the
measured quantity, not a promise of profit.
Signal threshold
top 15%
Volatility must enter the top 15% of the coin's own one-year history.
That happens rarely — which is why there are few signals.
87% is the broad count: all 15,025 signals on hourly data. Adjacent hours of the same day are nearly identical, so each day is additionally counted once: 1,734 independent checks give 81%. Both figures are shown openly — this is a count of events, not a promise of profit.
Measurement parameters (fixed)
Volatility is computed over 5 hours (VOL_WINDOW=5) and checked 3 hours
after the signal (HORIZON=3). The threshold is the top 15%. The calculation
uses one year of history (LOOKBACK=365) and recomputes every hour. The formula:
stdev(log returns) × √8760 × 100. The canonical parameters are fixed; any change
requires recomputing the entire history from scratch.
The RVR-ALT signal
We measure relative excess growth: over one hour we take an altcoin's return and subtract BTC's return. If the gap exceeds 1.2%, the coin is growing faster than the market as a whole. We take the top 6 such coins.
The model is mean-reverting: a bet on a return to equilibrium. The signal counts as confirmed when, in the entry hour, the coin underperforms BTC — the excess growth is unwound relative to the market. Entry and outcome are recorded by the exchange, not by us:
Entry is recorded
by the exchange
The price at publication is taken from Bybit, not entered by hand.
Closing
automatic
Based on the actual candles of the entry hour. A losing outcome cannot be deleted.
Publication
after the fact
Only closed and confirmed signals make it to the showcase.
Honest limitations
• We neither predict nor sell price direction — over a long history it is right roughly half the time.
• 87% describes a volatility regime, not the profit of a trade. A signal confirming or not is not the same thing as making money.
• A measurement is not investment advice. It is descriptive statistics of one specific coin on one specific stretch of history.
• Data is computed OHLC from Bybit (spot). Past results do not guarantee future ones.
Data source: Bybit · the methodology is fixed and is not tuned to fit the result.
Options and volatility-decline signals
Detailed guides — what an option is, covered calls, cash-secured puts, iron condors, risk management, and how to start — are collected on the Crypto Options Guides page (30 articles).
We do not guess price direction. Our logic is to find moments when realized volatility rose sharply relative to its recent level. After such spikes it more often falls. That is the fact we measured.
One way to use this pattern is selling options to collect premium. The point is that selling premium is not a bet on price rising or falling, but a bet that volatility will return below its recent level, or that price will stay inside a range. The loss when selling an option is not limited — the risk has to be controlled.
By our measurement: 15,025 hourly signals over 2019–2026 confirmed 87% of the time; by independent days, 1,734 cases confirmed 81%. The median volatility decline is −55.6%. These figures apply to the measured regime, not to every trade.
When selling volatility can work
• A signal by our methodology — a volatility spike in the top 15% for the year, a 5-hour window, a 3-hour horizon.
• Risk management: limit the position size and account for the tail (in rare cases the move is larger).
• Don't try to "cover" the whole market. Work only with tested ideas and a clear stop/plan.
Where to trade options
Below are venues you might consider as a starting point. Links are not inserted yet (they will be added later). Pay attention to availability in your jurisdiction.
Mostly no KYC
- Aevo (aevo.xyz)
- Deri Protocol (deri.io)
- Derive (derive.xyz)
- Premia Blue (premia.finance)
- PowerTrade / PowerDEX (power.trade)
- Thales Markets (thalesmarket.io)
- Thetanuts Finance (thetanuts.finance)
- Hegic (hegic.co)
- Overtime Markets (overtimemarkets.xyz)
- Buffer Finance (buffer.finance)
Major exchanges
- Bybit (bybit.com)
- OKX (okx.com)
- Deribit (deribit.com)
- Delta Exchange (delta.exchange)
Frequently asked questions
Are options the same as futures?
Options give the right/obligation to buy/sell an asset at the strike price; futures are an obligation to settle. Selling premium is a separate strategy with a different risk profile.
Can I trade on a signal right away?
A signal is a statistical fact. The decision to trade is yours, taking into account risk, position size, and the instruments available.
Why volatility decline specifically?
After a spike into the top 15%, realized volatility more often returns lower. Our measurement shows a stable effect by hours (87%) and by independent days (81%).
Where are the risks?
The main risk when selling options is the unlimited downside. You need an exit plan, a loss limit, and diversification. Do not invest more than you can afford to lose.
Are the signals published in full?
Yes — we show the history of closed signals (wins and losses) so the statistics stay transparent.
Options carry risk, including the risk of losing the entire position. This page describes a measurement, not investment advice.