Macro Catalysts
MON-FRI
Portfolio Weighting (%)
Total: 100%
BTC
40%
ETH
30%
DeFi
15%
AI Tokens
15%
5-Day Volatility & Beta Projection
Volatility Index
Net Shock %
Bitcoin (BTC)
-4.8%
Beta: 1.05
Ethereum (ETH)
-6.9%
Beta: 1.35
DeFi Ecosystem
-11.2%
Beta: 1.80
AI & Data Tokens
-14.5%
Beta: 2.30
Risk Telemetry
CALCULATED
Projected Volatility Index
71.4%
5-day implied volatility surface annualized
Aggregate Beta
1.42
Portfolio sensitivity vs. S&P/BTC market reference
Max Drawdown Risk
-8.6%
95% confidence worst-case weekly stress
Recommended Hedge Ratio
22.5%
Delta-neutral short perps or collar sizing
Dominant Catalyst
Wednesday Fed Interest Rate Decision
Highest variance contribution to weekly expected tail loss