High-vol crypto with wide outcome dispersion

A high-return, high-volatility scenario built to show how quickly terminal range and drawdown risk expand when path variance dominates the story.

Median terminal

1.17x

10th percentile

0.21x

90th percentile

5.11x

Loss probability

45%

Median max drawdown

77%

Tail max drawdown

92%

Why this scenario matters

This is the path-shape lesson most people need before they trust a headline CAGR from a crypto strategy. The median can still look attractive while the downside path becomes much harsher.

A strong expected return does not cancel a violent drawdown profile.
Loss probability and tail drawdowns become more informative as volatility rises.
Path dependence gets harder to ignore when the market trades every day.