Monte Carlo · Crypto

Where BTC could go

The same simulation as DCI's, run on one of its assets: each path replays BTC's real daily moves, picked at random, one after the other.

Annualized return
+39.6%
since 3 Nov 2022
Volatility
47.0%
annualized
Sharpe ratio
0.94
risk-free rate 0%
Daily moves
1,460
in the sample
0 / 2,000 paths · log scale
  • BTC so far
  • Median (P50)
  • P10 – P90
  • Sample paths
$20K$50K$100K$200K$500K$1M$2M20232025202720292031Today

Past performance is not indicative of future results. These paths only replay BTC's past daily moves; they are not a forecast or a promise of any return.

In 5 years

Low case (P10)
—
—
Median (P50)
—
—
High case (P90)
—
—
Paths that end higher
—
than today's $76,646
YearP10P50P90P50 a year
Nov 2027————
Nov 2028————
Nov 2029————
Nov 2030————
Nov 2031————

How it works

Yahoo Finance daily closes of BTC-USD. Since 3 Nov 2022 that gives 1,460 daily moves, about 365 a year. A path starts at today's price, picks one of those moves at random, applies it, and repeats at the same pace until the horizon. 2,000 paths are drawn; P10, P50 and P90 are the prices that 10%, 50% and 90% of them stay below on each day.

Each move is drawn on its own, so streaks and changes of regime are not modelled. A short history means a rough picture. This is past behaviour replayed, not a forecast: past performance is not indicative of future results, and BTC can lose value.