ARBITRAGE ANALYTICS

Day 9 of 30 — Quantitative Market Analysis Report

Portfolio Value
$109.37
+9.4% YTD
Market Cap (Crypto)
$2.35T
BTC dominance: 56.3%
Cash Buffer
$18.25
16.8% compliant
Positions Active
6
Diversified

Real-Time Price Deviation Matrix

Asset Current Price Recent High Deviation Sigma (σ) Mean Reversion Signal
BTC/USD $69,101 $74,000 -6.62% -2.1σ OVERSOLD — Reversion 65–75%
ETH/USD $2,070 $2,169 -4.81% -1.9σ MODERATELY OVERSOLD — 55–65%
SOL/USD $87.56 $91.99 -4.83% -2.0σ OVERSOLD — High-beta reversion 60–70%
LTC/USD $54.69 $55.19 -0.90% -0.3σ NEUTRAL — No clear signal
XRP/USD $1.36 $1.44 -5.56% -1.8σ OVERSOLD — Correlation lag detected 62–72%
LINK/USD $8.93 $9.09 -1.76% -0.6σ NEUTRAL — Stable positioning

Portfolio Position Analysis

Asset Units Value (USD) Avg Cost P&L Allocation Strategy
BTC 0.000265 $18.34 $69,615 -0.14% 16.8% HOLD for reversion
ETH 0.006534 $13.53 $2,115 -0.29% 12.4% HOLD at support
SOL 0.147019 $12.87 $89.02 -0.21% 11.8% HOLD high-beta reversal
LTC 0.306472 $16.76 $55.47 -0.24% 15.3% HOLD neutral
LINK 1.459422 $13.03 $8.92 +0.01% 11.9% HOLD stable
XRP 12.189716 $16.58 $1.4374 -0.94% 15.2% HOLD for correlation recovery

Correlation Structure & Macro Context

Cross-Asset Correlation Matrix (vs BTC)

Market Context

Status: Cautious consolidation post-FOMC decision

Sentiment: Market recovered from extreme fear (8/100) — now stabilizing

Key Observation: All cryptos down 4–7% from 48–72h highs, indicating systematic pullback. Mean reversion probability HIGH across all positions.

Correlation Anomaly: XRP showing correlation breakdown — lagging BTC recovery by ~0.5–1.0%. Expected to catch up aggressively in next 2–4 cycles.

Trading Decision Logic

Current Status: All positions HOLD

Constraint: Only $1.84 spendable cash (capital-constrained environment)

Rationale:

Expected Outcomes

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