Market Surface Projection Engine
Market Surface Projection Engine
MSPE shows possible future price ranges and downside risk using Monte Carlo simulation, risk metrics, and historical validation.
“MSPE does not predict one exact price. It simulates many possible future paths and summarizes them into Bear Case, Base Case, and Bull Case scenarios.”
Analyzed Assets & Price Boundaries
7-Day Return Scenario Comparison
Grouped percent yields (%) under forecasted Bear Case (P10), Base Case (P50), and Bull Case (P90) outcomes.
Downside Risk Snapshot
Inspect tail metrics for the selected asset.
How to read this dashboard
Bear Case (P10)
The lower projected price boundary. Based on our simulations, there is only a 10% chance that the actual price will end up below this level.
Base Case (P50)
The middle expected scenario. This represents the median path (50th percentile) and is the most likely trend trajectory.
Bull Case (P90)
The upper projected price boundary. Based on our simulations, there is only a 10% chance that the actual price will rise above this level.
Probability of Loss
The calculated percentage of simulated future price paths that end up lower than the current price at the end of the 7-day horizon.
Value at Risk (VaR 95%)
The estimated maximum loss threshold you could expect to experience on a bad day with 95% confidence (1 in 20 market sessions).
Conditional VaR (CVaR 95%)
The average expected loss if the price breaches the VaR threshold (the worst 5% of outcomes), representing severe crash risk.