Risk
Tail Risk Model
Estimated left-tail loss of the return distribution.
Status experimental · Version 0.1 · Sep 2026
P(Xₜ₊₁ | Xₜ)
Illustrative distribution, not a live forecast.
Bull 34%
Neutral 41%
Bear 25%
Overview
Tail estimates are model output: VaR and expected shortfall under the fitted distribution, not a promise of the next move.
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 Fit the conditional distribution
- 02 Read the left tail
- 03 Report coverage
Inputs
| Asset | BTCUSDT |
| Horizon | 24h |
Outputs
- VaR 95
- Expected shortfall
Model statistics
Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.
- Primary scores
- coverage, CRPS
Validation
- Coverage
- CRPS
Data sources
ArcDelta: trades, order book, open interest, funding, OHLCV.
Access
From Quant plan. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.
Experimental. This is an active research project. Interface, methodology, and outputs may change.