Movement odds — next 24 hours
How likely is BTC to move, and by how much — deliberately never which way. The engine is the options market’s own forecast with its measured calibration bias corrected, blended with a walk-forward statistical model. It was the only candidate that beat raw option-implied pricing out-of-sample, and its full scorecard is on this page.
BTC · spot $63,964
as of Tue, 28 Jul 2026 21:05:05 UTC| Event | Engine | Options imply | Base rate |
|---|---|---|---|
| Move > 2% | 18% | 13% | 34% |
| Move > 4% | 2% | 0% | 9% |
| Expected |move| | ±1.0% | ±1.1% | ±1.6% |
The expected-move cone
amber = engine ±1.0% · dashed = options-implied ±1.1%What the engine sees
- ATM IV (0.6d tenor)
- 25.3% · 14th pctile
- Realized vol 24h / 5d
- 36.3% / 27.1%
- Moved in the last 24h
- ±1.4% vs ±1.0% expected
- Peak window
- already passed today
- Most likely window
- 19:30–21:30 IST — the repeatable intraday movement peak (hour profile stable at ρ 0.93).
- Day-of-week
- Tuesday — a neutral day in the weekend VRP cycle (sellers historically won 60–67%).
No driver checklist here on purpose: ATR compression, funding, term-structure slope and skew were each tested and carry no measurable information about next-day movement. Listing them would be decoration.
Live track record
Every forecast published on this page is logged the moment it renders and scored against what BTC actually did 24 hours later. 2 forecasts logged so far (since 2026-07-28) — the first scored results appear here once forecasts are 24h old.
Does it tell the truth? (out-of-sample scorecard)
500 held-out days, walk-forward. When the engine said “X%”, how often did BTC actually move more than 2%? A perfectly honest forecaster matches the observed column. Raw option-implied pricing fails at the quiet end — when it says 7%, moves happen 13.5% of the time — and that correction is the engine’s entire edge (Brier 0.2054 vs 0.2084).
| Forecast bucket | Engine said | Actually happened | Days |
|---|---|---|---|
| 0–15% | 12% | 10% | 42 |
| 15–25% | 19% | 23% | 118 |
| 25–35% | 31% | 31% | 110 |
| 35–45% | 40% | 38% | 127 |
| 45–60% | 51% | 48% | 91 |
Educational analytics, not financial advice and not a prediction of direction. The engine forecasts movement magnitude only; its edge over option-implied pricing is real but thin, and it can be wrong on any given day. Model trained through 2026-06-22 on Delta Exchange data; base rates from 805 sessions. You place, size, and own every trade yourself.