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Research directory

Trading & DeFi risk tools

Stress assumptions, concentration and downside outcomes. Model outputs describe the inputs supplied and cannot eliminate liquidation, contract or counterparty risk.

Tools and working views

23 related resources. Choose the measurement you need, then read the assumptions on its page.

Drawdown and Recovery Percentage Calculator | BTCMoxCalculate a portfolio drawdown and the gain needed to recover its previous peak. Compare percentage losses with the larger percentage gains needed afterward.Open resource ↗Trading Expectancy Calculator in R Multiples | BTCMoxCalculate expected profit or loss per trade from win rate, average win, average loss and trading costs. Compare expectancy in R without forecasting returns.Open resource ↗Seeded Risk of Ruin Simulator | BTCMoxSimulate fixed-fraction trade sequences locally with a repeatable seed. Explore drawdown threshold breaches under explicit win, loss and cost assumptions.Open resource ↗Fractional Kelly Calculator with Allocation Cap | BTCMoxCalculate a capped fractional Kelly allocation from binary net win and loss assumptions. Compare expected edge and allocation sensitivity in your browser.Open resource ↗Grid Inventory Stress Calculator | BTCMoxStress a buy grid using equal base quantities, entry fees, a scenario low and a final marking price. Separate unspent cash from inventory and modeled losses.Open resource ↗Crypto Research Risk Disclosure | BTCMoxUnderstand the limits of Bitcoin arbitrage, funding, leverage, on-chain fees, stablecoin exposure and historical strategy simulations before using research outputs.Open resource ↗Spot and Perpetual Hedge Stress Test | BTCMoxModel spot and short-perpetual P&L under price and basis changes, supplied funding, holding time and costs. Inspect residual exposure.Open resource ↗Aave Health Factor CalculatorCalculate an Aave-style health factor from collateral, liquidation threshold, and debt. Explore how price changes affect a borrowing position in examples.Open resource ↗Repay to Target Health Factor CalculatorEstimate the debt repayment needed to reach a target health factor while collateral and its liquidation threshold stay fixed in your input scenario.Open resource ↗Stablecoin Peg Stress CalculatorMeasure stablecoin value and profit or loss under a user-entered stressed peg. Compare the price move with your entry price using a fixed token balance.Open resource ↗LP Out-of-Range Stress CalculatorCompare a concentrated LP position at a stressed price with holding its initial token inventory. Model range boundaries, token amounts, and value gaps.Open resource ↗Downside Volatility CalculatorCalculate downside deviation from periodic percentage returns and a per-period target, using all observations in the denominator and explicit annualization.Open resource ↗Sortino Ratio CalculatorCalculate a Sortino ratio from periodic returns and a matching target, with downside deviation based on all observations and a clear annualization rule.Open resource ↗Calmar Ratio CalculatorCalculate annualized growth, maximum drawdown, and the Calmar ratio from chronological positive equity values and an explicitly entered observation period.Open resource ↗Multi-Collateral Health Stress MatrixA single weighted threshold can obscure how collateral assets react differently in a stress.Open resource ↗Protocol Treasury Price and Budget StressA protocol treasury containing its own or another volatile token can appear well funded while its spendable resources shrink under stress.Open resource ↗Stablecoin Reserve Liquidity and Coverage StressReserve solvency under a valuation stress and the cash available for immediate redemptions are separate questions.Open resource ↗Long Risk Reversal Expiry Payoff CalculatorModel the explicitly defined direction of buying a higher-strike call and selling a lower-strike put without owning the underlying.Open resource ↗Downside Beta CalculatorEstimate conditional downside beta from paired returns below a benchmark target, with sample counts, a clear covariance convention, and practical limits.Open resource ↗Drawdown Duration and Recovery AnalyzerMeasure peak-to-recovery drawdown durations from an equity series, inspect recovered and ongoing episodes, and distinguish elapsed intervals from observations.Open resource ↗Covariance Portfolio Risk Contribution CalculatorDecompose a three-asset portfolio volatility estimate into signed covariance contributions using aligned returns, fixed weights, and explicit annualization.Open resource ↗Stablecoin quote-asset risk in cross-exchange comparisons | BTCMoxUSDT, USDC and USD are different settlement assets. Matching the base token name is insufficient to make two prices directly comparable.Open resource ↗Repay debt or add collateral to repair health factor | BTCMoxDebt repayment changes the denominator of health factor; collateral top-up changes its weighted numerator. Compare their cash requirements under the same target and threshold.Open resource ↗

A practical research sequence

Start with the question you need to answer: available liquidity, total cost, collateral sensitivity, protocol activity or portfolio exposure. Choose a tool whose input units and data source match that question. Capture the observation time and compare a baseline before changing assumptions.

Each working view links to its methodology and related tools. The public market pages load named providers automatically; local scenario and CSV tools calculate in the browser. Pausing public feeds freezes observations in the current tab, so recheck timestamps before using a retained result.

Interpretation and boundaries

Stress assumptions, concentration and downside outcomes. Model outputs describe the inputs supplied and cannot eliminate liquidation, contract or counterparty risk.

The catalogue includes distinct calculations and data views rather than a claim that every measurement is a trading signal. A computed ratio can be numerically correct while its assumptions no longer match the market. Use the source references, check missing fields and retain enough context to reproduce the result.