Events
Event Study Engine
Average path of a variable around a defined event.
Status beta · Version 0.3 · Sep 2026
P(Xₜ₊₁ | Xₜ)
Illustrative distribution, not a live forecast.
Bull 34%
Neutral 41%
Bear 25%
Overview
An event study aligns many episodes on an event time and reports the mean path and dispersion. It does not claim causality.
Figures on this page are model output examples. They are estimated distributions, not a statement of where the market will trade.
How it works
- 01 Define the event
- 02 Align episodes
- 03 Average the path
- 04 Show the interval
Inputs
| Event | funding settle |
| Window | ±12h |
Outputs
- Mean path
- Dispersion
- Episode count
Model statistics
Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.
- Related
- Research notes
Validation
- Bootstrap CI
Data sources
ArcDelta: trades, order book, open interest, funding, OHLCV.
Access
From $49 / month. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.