Crypto / Variance Analysis — Sharpe, drawdown, streaks

Summary

Cumulative P&L vs. Variance Bands

Red line = your actual results. Shaded bands = 5,000 simulated zero-edge outcomes. If the red line stays inside the bands, your results are indistinguishable from random chance.

Z-Score Bullet Grid by Segment

Each segment's z-score as a bar against significance bands; ticks at ±1.96. Bars in the red zone (z < −1.96) or green zone (z > 1.96) are outside normal variance.

Underlying Separation: BTC vs. ETH

Independent cumulative P&L paths for each underlying with their own variance bands. Bottom chart shows the bet mix ratio over time.

“When Will We Know?” — Sample Size Requirements

Bets needed to reach statistical significance at various assumed true edges, given your current bet sizes and variance. Red dashed line = where you are now.

Calibration: Implied vs. Realized

Each dot is a probability bucket. Above the diagonal = you won more than implied (under-confident); below = over-confident. Dot size = sample count.