Ethereum (ETH) 20-day volatility: the current reading and its track record
ETH’s current 20-day volatility reading and what that signal has historically been followed by.
This page covers Ethereum (ETH) — its current 20-day volatility reading and the measured historical record of what ETH 20-day volatility extremes were followed by.
How to read this. These figures are measured only on the four crypto assets currently covered by this site — coins that survived and grew large. Many coins from the same years collapsed or disappeared and would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across ETH’s 20-day volatility history from 2018 to 2026: 26 low-extreme episodes. Low-extreme readings were followed by -1.66% excess at 5 days and -3.17% by 20.
On this signal, the most recent episode in which ETH was at a low extreme began on 2026-10-11.
Outcomes are measured for episodes up to 2026-10-11, the most recent with enough later days to score. The current reading above is from a later date, 2026-10-16.
When ETH was at a high extreme
ETH has only 3 past episodes on this signal — too few to characterise on their own. Showing the pattern across all four crypto assets instead.
Across 20 past episodes where a crypto asset was at a high extreme on this signal, the close 20 days later beat the crypto asset’s own trailing drift by 5.85 percentage points on average (60% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 day | -0.48% | 40% | 20 |
| 5 days | -3.31% | 50% | 20 |
| 20 days | +5.85% | 60% | 20 |
When ETH was at a low extreme
Across 26 past episodes where ETH was at a low extreme on this signal, the 25 with a complete 20-day forward window lagged ETH’s own trailing drift by 3.17 percentage points on average (40% of those 25 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 day | -0.42% | 42% | 26 |
| 5 days | -1.66% | 42% | 26 |
| 20 days | -3.17% | 40% | 25 |
See ETH’s current price, RSI, moving averages and 52-week range →