MajorRiskImportance 85/100

Abs Return Sophon Quant: Volatility spike

Volatility 5.3% → 12.7%

Before
5.3%
After
12.7%
Change
+140.1%
30D

Why it matters

30-day realized volatility is 140% above its trailing 90-day median.

Analyst commentary

Numbers above are measured from tracked vault data. Commentary is AI-written interpretation of those measured numbers, not investment advice.

Vault TVL
$193K
30D return
+3.8%
Max drawdown
-3.8%
Risk score
4/100

Prepared post

Queued automatically for major events. Nothing is published without a human action.

Abs Return Sophon Quant: Volatility spike — Volatility 5.3% → 12.7%

Tracked live on HyperliquidVaults.
https://hyperliquidvaults.com/activity/2de18854-032b-41df-beb2-abb7b3f72127

How this was detected

Triggered when 30-day realized volatility exceeds 1.5× its trailing 90-day median.

More from Abs Return Sophon Quant