RUNE RUNE / USD Crypto vs SPX SPX / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset RUNE / USDSPX / USD

📈 Performance Metrics

Start Price 5.170.81

End Price 0.550.48

Price Change % -89.33%-41.45%

Period High 5.172.15

Period Low 0.550.29

Price Range % 837.3%630.5%

🏆 All-Time Records

All-Time High 5.172.15

Days Since ATH 343 days129 days

Distance From ATH % -89.3%-77.8%

All-Time Low 0.550.29

Distance From ATL % +0.0%+62.0%

New ATHs Hit 0 times16 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.70%6.60%

Biggest Jump (1 Day) % +0.62+0.51

Biggest Drop (1 Day) % -0.95-0.66

Days Above Avg % 24.7%47.4%

Extreme Moves days 15 (4.4%)14 (4.1%)

Stability Score % 0.0%0.0%

Trend Strength % 53.6%50.7%

Recent Momentum (10-day) % -13.14%-20.07%

📊 Statistical Measures

Average Price 1.510.97

Median Price 1.300.89

Price Std Deviation 0.890.44

🚀 Returns & Growth

CAGR % -90.76%-43.43%

Annualized Return % -90.76%-43.43%

Total Return % -89.33%-41.45%

⚠️ Risk & Volatility

Daily Volatility % 6.28%9.24%

Annualized Volatility % 119.96%176.53%

Max Drawdown % -89.33%-81.05%

Sharpe Ratio -0.0690.029

Sortino Ratio -0.0650.031

Calmar Ratio -1.016-0.536

Ulcer Index 72.8550.77

📅 Daily Performance

Win Rate % 45.7%49.1%

Positive Days 155168

Negative Days 184174

Best Day % +29.59%+50.65%

Worst Day % -44.98%-42.12%

Avg Gain (Up Days) % +4.17%+7.25%

Avg Loss (Down Days) % -4.33%-6.46%

Profit Factor 0.811.08

🔥 Streaks & Patterns

Longest Win Streak days 77

Longest Loss Streak days 76

💹 Trading Metrics

Omega Ratio 0.8121.083

Expectancy % -0.44%+0.27%

Kelly Criterion % 0.00%0.58%

📅 Weekly Performance

Best Week % +40.32%+59.05%

Worst Week % -44.34%-36.02%

Weekly Win Rate % 44.2%53.8%

📆 Monthly Performance

Best Month % +20.11%+83.09%

Worst Month % -53.69%-49.47%

Monthly Win Rate % 38.5%53.8%

🔧 Technical Indicators

RSI (14-period) 21.6128.81

Price vs 50-Day MA % -16.97%-18.88%

Price vs 200-Day MA % -54.52%-58.64%

Performance Metrics: Shows the price at the start and end of the period, total change, and the highest/lowest prices reached during this time frame. | All-Time Records: All-time records show the highest and lowest prices ever reached during this period, how far the current price is from those extremes, and how long ago they occurred. | Easy-to-Understand Stats: Easy-to-understand metrics including typical daily price movements, biggest single-day gains/losses, how often price stayed above average, stability measures, and short-term momentum trends. | Returns & Growth: CAGR (Compound Annual Growth Rate) shows the annualized return rate if this growth continued consistently, while annualized and total returns show performance scaled to different time periods. | Risk & Volatility: Risk metrics show price volatility (daily and annualized), maximum drawdown (worst peak-to-trough decline), and various ratios (Sharpe, Sortino, Calmar, Treynor, Information) that measure risk-adjusted returns. | Daily Performance: Daily performance shows positive vs negative days, win rate, best and worst single days, average gains/losses on up/down days, gain/loss ratio, and profit factor (total gains divided by total losses). | Trading Metrics: Trading metrics include Omega ratio (probability-weighted gains vs losses), payoff ratio (avg win/avg loss), expectancy (expected return per trade), Kelly Criterion (optimal position sizing %), and price efficiency (trending vs choppy).

📊 Asset Correlations

Correlation coefficient ranges from -1 (perfectly inverse) to +1 (perfectly correlated).

RUNE (RUNE) vs SPX (SPX):	0.279 (Weak)

Correlation shows how closely asset prices move together: +1.0 means perfect positive correlation (move in sync), 0 means no relationship, -1.0 means perfect negative correlation (move opposite). Lower correlation can help with portfolio diversification.

Data sources

RUNE: Kraken
SPX: Kraken