Volatility Pulse
Will the next few minutes be calm or violent? A live forecast of short-horizon volatility for BTC, ETH and gold (XAUT) — deliberately never direction, which the same research measured as untradable at these horizons. Use it to time entries into quiet windows and to get early warning while short premium.
- P(move > 0.21%)
- 1%(0.1× base 10%)
- Forecast bar sd
- ±0.05%
- Last 5m bar moved
- ±0.07%
Bottom-quintile forecast — big moves are historically rare here.
- P(move > 0.36%)
- 1%(0.1× base 11%)
- Forecast bar sd
- ±0.08%
- Last 15m bar moved
- ±0.02%
Bottom-quintile forecast — big moves are historically rare here.
- P(move > 0.30%)
- 2%(0.2× base 8%)
- Forecast bar sd
- ±0.08%
- Last 5m bar moved
- ±0.09%
Mid-range forecast — nothing unusual priced into the next bar.
- P(move > 0.51%)
- 2%(0.2× base 9%)
- Forecast bar sd
- ±0.15%
- Last 15m bar moved
- ±0.00%
Bottom-quintile forecast — big moves are historically rare here.
- P(move > 0.10%)
- 0%(0.0× base 10%)
- Forecast bar sd
- ±0.00%
- Last 5m bar moved
- ±0.00%
Bottom-quintile forecast — big moves are historically rare here.
- P(move > 0.18%)
- 1%(0.1× base 9%)
- Forecast bar sd
- ±0.02%
- Last 15m bar moved
- ±0.02%
Mid-range forecast — nothing unusual priced into the next bar.
How traders use this
- Entering premium sales: a CALM reading (bottom-quintile forecast) has historically meant a <1% chance of a big bar — the market is unlikely to run through your strikes while you leg in. Pair with the settlement-hour window on the Movement Odds page.
- Defending short options: a jump to STORM is a measured early warning — big-bar odds in the top bucket ran 33–38% versus a ~9–11% base rate, out-of-sample. Not a prediction of direction; a prompt to check your risk.
- What it is not: a trade signal. There are no 5-minute options, and chasing this with taker-fee futures scalps feeds the fee schedule, not you.
About the Supertrend row
Each card shows the classic Supertrend (10, 3) state for its timeframe — because many traders use it, and because it pairs naturally with the pulse: Supertrend is an ATR trailing stop, a volatility-scaled level that answers “where would I be wrong?”, and the pulse forecasts the very volatility that sets its width.
What our own backtest says: as a directional signal on this venue, Supertrend failed — 48 configurations across 5m–1h timeframes, and zero beat taker fees over 577 sessions (the least-bad variants only approached breakeven with maker fills and flip-only entries). We show the trend state and stop level as risk context: use the line to place and trail stops, not to predict the next move.
Does it tell the truth? (out-of-sample scorecard)
Each model was validated on a held-out chronological test set — the table shows the observed frequency of a “big bar” in each bucket of the model’s forecast, the same mapping the live gauges use, frozen at training time.
Read the gold rows with more caution than the crypto ones. BTC and ETH are fitted on 2.3 years (23k–72k test bars); XAUT options are newly listed, so gold has only ~3 months of venue history (2.8k–8.4k test bars). Its scores are the highest on the board — gold mean-reverts more than crypto — but they rest on a fraction of the sample, and gold’s volatility regime shifted sharply in 2026. Treat XAUT as provisional until the tape deepens.
| Model | OOS R² | Rank IC | Big bar = | Base rate | P(big | bottom decile) | P(big | top decile) |
|---|---|---|---|---|---|---|
| BTC · 5m | 0.52 | 0.71 | >0.21% | 10.4% | 0.5% | 37.8% |
| BTC · 15m | 0.63 | 0.79 | >0.36% | 10.6% | 0.8% | 37.4% |
| ETH · 5m | 0.49 | 0.69 | >0.30% | 8.5% | 0.5% | 33.0% |
| ETH · 15m | 0.60 | 0.77 | >0.51% | 8.7% | 0.7% | 32.4% |
| XAUT · 5m | 0.73 | 0.83 | >0.10% | 9.9% | 0.1% | 35.5% |
| XAUT · 15m | 0.76 | 0.86 | >0.18% | 9.3% | 0.4% | 28.6% |
Method: per-bar realized variance from 1-minute returns; HAR-style model (last bar, ~30-minute mean, ~4-hour mean, hour-of-day seasonality); chronological 70/30 split. Volatility clustering is the most replicated effect in market data — the skill here is real but ordinary; the honesty is showing you its exact calibration. The same method re-run on 8.9 years of independent Binance history (2017–2026, a venue this site does not otherwise use) scored OOS R² 0.47–0.64 against the 0.49–0.63 shown here for BTC and ETH, so those numbers are not a small-sample artefact. Models trained through 2026-06-23 (BTC) / 2026-07-26 (ETH); see methodology.
Educational analytics, not investment advice. The pulse forecasts movement magnitude only — never direction — and can be wrong on any given bar. Probabilities are historical calibrations, not guarantees.