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27 tracked assets show volatility below 40% of their two-week prior level — the broadest calm in the 90-day dataset
- Across the full tracked dataset, 27 assets have seen their annualised volatility fall to less than 40% of its level from the prior two-week window — meaning typical daily price swings have more than halved in a single fortnight.
- The average annualised volatility for this group dropped from ~100% to ~33%, a two-thirds compression spanning assets as diverse as PEPE, WLD, CFX, FARTCOIN, KAS, and ADA.
- Breadth of this scale — 27 assets simultaneously compressing — has not appeared in this dataset's 90-day window, making it an unusual market-structure signal worth monitoring for a potential sharp directional move.
Supporting datasets
Supporting queries
To surface this insight, Baselight ran 3 queries across its structured data. Each one is reproducible — open it, read the SQL, and rerun it yourself.
Conclusion
Query: assets with vol ratio (recent 14d vs prior 14d) < 0.40 and prior vol > 20%. Result: 27 assets. Average recent vol: 32.6% annualised; average prior vol: 100.0% annualised (ratio: 0.326). Examples — PEPE: 28.6% vs 104.8% (0.27); WLD: 34.3% vs 129.2% (0.27); CFX: 40.2% vs 138.3% (0.29); FARTCOIN: 54.2% vs 174.5% (0.31); KAS: 22.4% vs 69.9% (0.32); ADA: 23.4% vs 73.3% (0.32).