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Historical probability of KI

Historical analysis of knock-in probabilities by product
The probability of knock-in is near zero for Cega's conservative vault strategies (four on the left in the graph below) and generally low for other strategies. Specifially, in the last 2 years, there were no observations of BTC/ETH falling 90% or even 70% in 27 day timeframe, and just 0.3% instances of BTC/ETH losing 50% of its value.
Additional data on historical probabilities is provided in the table below.
Cega Product Name
Underlying Asset Exposure
Price-drop Protection Barrier
Implied probability from current pricing
Based on
Last 6mo
Based on
Last 1 yr
Based on
Last 2 yr
Cruise Control
BTC, ETH
90%
0.03%
(0.003x KIs/yr)
0.00%
0.00%
0.00%
Genesis Basket
BTC, ETH, SOL
90%
0.01%
(0.001x KIs/yr)
0.00%
0.00%
0.00%
Autopilot
BTC, ETH
70%
0.1%
(0.01x KIs/yr)
0.00%
0.00%
0.00%
Starboard
BTC, ETH
50%
0.65%
(0.1x KIs/yr)
0.00%
0.52%
(0.1x KIs/yr)
0.27%
(0.04x KIs/yr)
Gotta Go Fast
BTC, ETH, SOL
50%
2.06%
(0.3x KIs/yr)
11.33%
(1.5x KIs/yr)
12.5%
(1.6x KIs/yr)
7.08%
(0.9x KIs/yr)
Insanic
ETH, SOL, AVAX
50%
2.84%
(0.4x KIs/yr)
11.33%
(1.5x KIs/yr)
13.28%
(1.7x KIs/yr)
9.88%
(1.3x KIs/yr)
Supercharger
BTC, ETH
30%
5.47%
(0.7x KIs/yr)
1.48%
(0.2x KIs/yr)
14.32%
(1.9x KIs/yr)
13.62%
(1.8x KIs/yr)
L2
ARB, OP
50%
6.0%
0.00%
-
-
Eth Stakers
LDO, RPL, stETH
50%
4.79%
0.00%
-
-
Data notes: Implied probability values in column 4 are dated as at 3/6/2023. Historical probability KI values analyzed ending on 3/6/2023 and for the duration listed (e.g. last 6 months).