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Crypto

Data cutoff
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Modeled fair value
BTC-USD · Bitcoin
+0.5Somewhat cheap
30507090110130150170190FAIRMARKET
P10–P90P25–P75Median fair valueToday's market price = 100

Today’s price sits at the 41.9th percentile of modeled fair value — 58% of modeled scenarios put fair value above the market.

Axis widened to 30–200 to show the full modeled range; the published renderer axis of 50–170 would clip this distribution’s tails.

Median fair value
106.0
index, market = 100
Upside to median
+6.0%
Last close
$47.57
2026-09-25
Confidence
moderate
56/100
Modeled returns

Return distributions, not point forecasts

Percentiles describe the spread of scenario outcomes under the stated method. The width of the range carries as much information as the midpoint.

One year

modeled
P90
+80.0%
P75
+42.0%
Median
+8.5%
P25
-21.0%
P10
-47.0%

57% of modeled scenarios end positive.

Partial convergence toward the on-chain cost-basis anchor about 13% above spot, plus continued adoption-driven demand against fixed issuance, less a very high required risk premium. The tenth-to-ninetieth percentile span of 127 percentage points is intentional: it is the honest width for an asset with no contractual cash flow. The distribution is modeled, not a calibrated probability statement.

Three years, annualised

modeled
P90
+39.0%
P75
+23.0%
Median
+7.0%
P25
-7.0%
P10
-24.0%

Adoption and regulated-access growth against a fixed and halving issuance schedule, discounted at a required return well above equity, with no assumption that cost-basis anchors mean-revert on a fixed schedule.

Against the Treasury hurdle

1y Treasury
4.50%
Expected excess
+4.0%
Basis
direct

Modeled one-year expected median return of 8.5% less the 4.50% one-year Treasury par yield. The modeled edge of 4.0 percentage points is accompanied by a tenth-percentile outcome of -47%, so on an uncertainty-adjusted basis the one-year Treasury offers a competitive proposition here more clearly than anywhere else in this report.

Instruments

5 in this asset class

SymbolValuationFair valueLast close1y modeled
BTC-USD
Bitcoin
+0.5Somewhat cheap106.0$47.57+8.5%
ETH-USD
Ethereum
—Unavailable—$20.31—
SOL-USD
Solana
—Unavailable—$16.79—
XRP-USD
XRP
—Unavailable—$16.69—
BNB-USD
BNB
—Unavailable—$30.10—