A guided view of price action, fund profile, quant behavior, and AI-style research notes.
Overview
Crypto · Spot bitcoin exposure · NASDAQ
Current price
0.2%USD
Asset class
BlackRock iShares
Yield
Bitcoin spot price
Expense ratio
Spot bitcoin exposure
Price graph
AI analysis
Asset overview: iShares Bitcoin Trust ETF (IBIT) is a Crypto focused on Spot bitcoin exposure.
Exposure: Benchmark context is Bitcoin spot price and the issuer is BlackRock iShares.
Income and rate profile: Distribution yield is N/A.
Costs: Expense ratio is 0.25%.
Risks: Price behavior can be affected by rates, credit spreads, liquidity, benchmark composition, commodity prices, tracking error, and fund structure.
Educational summary: This is asset research context only and is not financial advice or a buy/sell recommendation.
Earnings calendar
filing · May 7, 2026
FORM 10-Q for period 2026-03-31 is available from SEC EDGAR.
SEC filing viewer
10-Q · Filed May 7, 2026
Select a filing and generate a summary. The summary is educational only and should be checked against the original SEC document.
Provider: not generated. Not investment advice.
Insider transactions
Institutional ownership
Largest reported institutional positions from the current provider feed.
Thesis tracker
Write the reason you care about IBIT, then test whether the latest financials, filings, catalysts, insider data, and price action support or weaken it.
Catalysts
1
Positive / caution
1 / 0
Filings tracked
8
Integrity score
No thesis score yet. Save a thesis and run the integrity check to generate the monitor.
Provider: not generated. Educational research only.
Educational thesis tracking only. This is not investment advice and does not recommend buying, selling, or holding any security.
Quant lab
Technical indicators, tail-risk statistics, and a validation-gated log-return model for IBIT. Educational only.
Quant score
Trend 18 / Risk 30
ML next close
0.4%2026-06-01
EWMA volatility
Downside vol 34.5%
Tail risk
CVaR 6.73% / Max DD -49.4%
Close, 20-day average, 50-day EMA, Bollinger range, and next-session model point.
Expected move
-0.4%
Confidence
24%
Edge
-8.3%
Val samples
139
Chronological ridge autoregression on standardized lag, momentum, volatility, drawdown-tail, and slope features.
Momentum oscillator
Line / signal
0% lower band, 100% upper band
Latest close vs prior close
Chronological validation log-return error
Lower of zero-return and mean-return baselines
Predicted sign vs actual sign
Moving averages, MACD, RSI
Volatility and drawdown control
Sequence forecast and fit quality
Annualized return
20.8%Compounded from mean daily log return
Downside volatility
34.5%Annualized negative-return deviation
95% VaR
4.50%Historical one-day loss threshold
95% CVaR
6.73%Average loss inside the 5% tail
Sortino
0.55Return per unit downside volatility
Calmar
0.42Return divided by max drawdown
Hurst
0.62Trend persistence estimate
Regime
High-volatility stress596 daily return observations
Price is below its 20-day average, so short-term momentum is still under pressure.
RSI is depressed, which can point to oversold short-term conditions.
EWMA realized volatility is moderate, so the model signal is less likely to be overwhelmed by daily noise.
Tail risk check: historical 95% one-day VaR is 4.5% and CVaR is 6.73%.
The return model has not beaten its simple baseline on the chronological validation split, so the forecast is heavily shrunk.
The forecast is an educational log-return model with validation-gated shrinkage, not a price target or investment advice.
Custom model
A custom neural network trains locally on next-session log returns and stores the latest fitted run in this browser. Scaling is fit on the training window only, with a chronological validation split and baseline gates.
Window
10
Layers
12
Features
Lags
Epochs
360
Predicted close
N/A
Awaiting training
Confidence
N/A
Awaiting training
Direction accuracy
N/A
Chronological validation
Model vs baseline
N/A
Log-return RMSE vs zero return
Forecast shrink
N/A
Validation gated
Planned architecture shown before training.
Each new training run logs a next-session forecast for IBIT. Completed rows score the model once the target close appears in price history.
Scored / pending
0 / 0
Forecasts tracked
Direction hit rate
N/A
Predicted sign vs actual
Return RMSE
N/A
Needs scored rows
Edge vs zero
N/A
Needs scored rows
Price MAE
N/A
Average absolute miss
Range capture
N/A
Actual inside predicted range
| Target | Preset | Prediction | Actual | Return error | Hit | Range |
|---|---|---|---|---|---|---|
| Train a model to begin tracking live prediction performance. | ||||||
Validation split compared against simple return baselines.
Model RMSE
N/A
Zero baseline
N/A
Mean baseline
N/A
Momentum baseline
N/A
Edge vs zero
N/A
Edge vs momentum
N/A
Best epoch
N/A
Early stop
N/A
| Validation window | Model RMSE | Zero baseline | Hit rate | Samples |
|---|---|---|---|---|
| Train a model to generate walk-forward diagnostics. | ||||
No fitted weights yet.
Asset profile
This ticker is modeled as a listed asset rather than an operating company, so SEC financial statements and valuation ratios are not the main lens. Use price history, quant behavior, exposure, yield, duration, fees, and benchmark context instead.
Asset class
Crypto
Issuer
BlackRock iShares
Category
Spot bitcoin exposure
Benchmark
Bitcoin spot price
Expense ratio
0.25%
Distribution yield
N/A
Duration
N/A
Credit quality
N/A
Holdings
N/A
Fund data
