BTC Futures Risk Desk

Market

—

HV20 (annualised) —

HV20 (1-day) —

Funding 8h (Binance)—

NOCTUA p(vol amp, 19h)—

NOCTUA Signal

Model —

Horizon —

Anchor (UTC) —

Settlement (UTC) —

σ window (19h) —

σ annualized —

Trailing RV (same H) —

Forecast vs trailing —

Vol calibration —

Session (IST)

computing…

NOCTUA Barrier Curves — touch probability during 19h window

Distance	↑ Call level	Touch prob	↓ Put level	Touch prob
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Touch prob = P(price reaches that level at any point during the 19h window). Green < 15% · Yellow 15-30% · Orange 30-50% · Red ≥50%.

NOCTUA Safe Levels — calibrated no-touch zones at α confidence

α (touch risk)	Call level (price)	Call level (%)	Put level (price)	Put level (%)
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Safe level = smallest distance such that P(touch) ≤ α over the 19h window. 1% = very conservative, 20% = aggressively tight. For futures SL/TP: use α = 35% as SL zone, α = 20% as TP zone — or use the sliders below to pick from the barrier curves directly.

Direction & Sizing

Direction is your call — NOCTUA has no directional skill at 19h (docs). This desk sizes the risk around whichever side you pick.

Direction

Account equity (USD) Risk per trade (%)

SL touch-prob target

35%

TP touch-prob target

20%

Risk Plan

computing…

Entry —

Stop loss —

Take profit —

Risk / reward —

SL touch prob —

TP touch prob —

Size multiplier—

Risk / notional—

Method. SL/TP are read from NOCTUA's barrier_curves (19h window) at your chosen touch-probability targets. Size multiplier scales down when p_vol_amplify is high and again when funding is extreme in your direction. Falls back to HV20 daily-move multiples if barrier curves aren't in the payload.
Horizon: curves are calibrated to 19h — apply a discount if you plan to hold much shorter/longer. No liquidation modelling — check your exchange's margin price separately. Not financial advice.