Quant statistical analysis — returns, volatility, correlations, and regime metrics compared to Bitcoin and gold on CryptoDash. Quant Analysis - CryptoDash
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Quant analysis

Active baseline: gold · 90d window

Comparison hierarchy

Macro layer (hard assets) and crypto layer (market beta) for Quant.

Macro vs gold

ρ -0.227

β -0.428

R² 0.052

View vs gold
Crypto vs bitcoin

ρ 0.344

β 0.485

R² 0.118

View vs bitcoin

Normalized prices

Rebased to 100 at window start

Cumulative return

Percent change from window start

Descriptive statistics

vs gold · 90 daily observations

Correlation (ρ)

-0.227

Linear co-movement of daily returns with gold.

Beta (β)

-0.428

Return sensitivity to gold. β = 1 moves in step; <1 less amplified; >1 more amplified.

R²

0.052

Share of Quant's daily variation explained by gold (0–1).

Inferential statistics

Two-tailed tests on the selected 90d window — not a forecast.

Correlation p-value: 0.0323 — statistically significant at 95% (historical window only)

95% CI: [-0.416, -0.020]

Beta p-value: 0.0314 — statistically significant at 95% (historical window only)

95% CI: [-0.817, -0.039]

Regression F-test: F = 4.731, p = 0.0323 — model significant at 95%

Regime independence (2×2 up/down): χ² = 4.484, p = 0.0342 — up/down days not independent at 95%

Variance ratio F-test: F = 3.550, p = 0.0000

Disclaimer: All statistics describe the selected historical window only. They quantify patterns in past daily returns and do not predict future prices, events, or trading outcomes. This is not financial advice.