Historical analysis of knock-in probabilities by product
The probability of knock-in is zero for Cega's flagship 'Cruise Control' vault strategy and for other 'Pure Options' strategies. Specifically, in the last 3 years, there were no observations of BTC/ETH falling 90% in a 27 day timeframe, and just 10% instances of BTC/ETH losing 30% of its value.
Additional data on historical probabilities is provided in the table below.
Last updated
| Cega Product | Underlying Asset Exposure | Price-drop Protection Barrier | Implied probability from current pricing | Based on Last 6mo | Based on Last 1 yr | Based on Last 3 yr |
|---|---|---|---|---|---|---|
| Implied probability from current pricing | Based on Last 6mo | Based on Last 1 yr | Based on Last 3 yr |
|---|---|---|---|
Cruise Control
BTC, ETH
90%
0.00%
0.00%
0.00%
0.00%
Gotta Go Fast
BTC, ETH, SOL
50%
1.70%
0.00%
0.00%
5.30%
Insanic
ETH, SOL, AVAX
50%
2.00%
0.00%
0.00%
7.20%
Supercharger
BTC, ETH
30%
5.32%
0.00%
0.00%
10.10%
L2
ARB, OP
50%
4.24%
0.00%
0.00%
0.00%
Eth Stakers
LDO, RPL, stETH
50%
1.15%
0.00%
0.00%
0.00%
Gold rush
ETH, XAUT
30%
4.40%
0.00%
0.00%
4.40%
as of 3/7/2024
June 2023-Jan 2024
Jan 2023-Jan 2024
Apr 2021-Jan 2024
