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Monte Carlo Simulations

Forward-Looking Price, Hashrate & Hashprice Projections

Documentation
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SIMULATION PARAMETERS
Simulation Setup
Metric
Horizon
Sims
Model
Custom Parameters (Annualized)
%
%
Actions

Select a period from the table below to use its statistics, or enter custom values.

MONTE CARLO PROJECTION
Running Monte Carlo Simulation
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Simulation Paths & Confidence Bands Distribution: - | Simulations: - | Horizon: -
HISTORICAL STATISTICS BY PERIOD
Period Observations Ann. Mean Ann. Volatility Total Return Sharpe Pos. Days
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ROLLING STATISTICS (ANNUALIZED)
Rolling Statistics show how return and volatility have evolved over time. Use these charts to understand the current market context and decide on appropriate simulation parameters. The percentile rank tells you where current values stand relative to historical ranges.
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Rolling Annualized Return Current: —
Rolling Annualized Volatility Current: —
Return Percentile
—
vs historical range
Volatility Percentile
—
vs historical range
Rolling Sharpe
—
risk-adjusted return
Suggested Params
—
MARKET REGIME ANALYSIS —
Current Regime
—
Since — (— days)
Regime Avg Return —
Regime Avg Vol —

Historical Regime Statistics

Regime % of Time Avg Return Avg Volatility Avg Sharpe
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BITCOIN HALVING CYCLE ANALYSIS —
Current Position
—
Phase: — | — days into cycle
Phase Avg Return —
Phase Avg Vol —
— days
~— days to next
Early Mid Late Next Halving

Statistics by Halving Cycle

Cycle Period Days Ann. Return Ann. Volatility Total Change
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SCENARIO PROJECTIONS
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Multi-Scenario Comparison Median projections under different historical conditions

Scenario Comparison at Horizon

Scenario Ann. Mean Ann. Vol Median Final 10th %ile 90th %ile P(Higher)
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SIMULATION RESULTS
Current Value
—USD
Starting point
Expected Value
—USD
—
Median Outcome
—USD
50th percentile
95% CI Low
—USD
2.5th percentile
95% CI High
—USD
97.5th percentile
Prob. Higher
—%
Above current
Confidence Intervals at Horizon
Final Value Distribution
PROBABILITY ANALYSIS
Outcome Probabilities

Upside Scenarios

Above Current —
2x (Double) —
3x (Triple) —
5x —
10x —

Downside Scenarios

Below Current —
Down 25% —
Down 50% —
Down 75% —
Model Information
Distribution
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KS Statistic
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KS p-value
—
AIC
—
Fit Quality
—
Simulations use the best-fit distribution from historical data. Lower AIC and higher p-value indicate better fit. Results are probabilistic estimates, not predictions. Learn more →