Translate token, stablecoin, derivatives, liquidity, volatility, and correlation forecasts into portfolio-level drawdown probabilities, expected ranges, concentration exposure, and transaction risk estimates.
Built for institutions that need risk-monitoring intelligence without advisory, allocation, or execution framing.
Crypto portfolios are exposed to rapidly changing market regimes, liquidity conditions, stablecoin risk, derivatives pressure, asset correlations, and concentration effects. Descriptive portfolio tools show current holdings and past performance. Amonhen adds a forward-looking layer that estimates portfolio drawdown probability, expected range, volatility, correlation stress, and transaction risk.
Portfolio systems show what a portfolio owns and how it performed, but not how its forecasted risk may change.
Assets that appear diversified can become highly correlated during market stress.
Slippage, adverse-move probability, liquidity conditions, and stablecoin route risk can change by asset, chain, size, and horizon.
Eight typed risk surfaces built on portfolio, market, correlation, liquidity, and stablecoin data — each delivered with a confidence score and neutral, informational output.
Estimate the probability that a portfolio moves below a defined drawdown threshold over selected horizons.
Estimate the likely portfolio value range over a selected horizon.
Estimate portfolio-level volatility using asset-level volatility forecasts and changing market relationships.
Estimate the probability that portfolio assets become more correlated under stressed market conditions.
Identify which asset, chain, sector, narrative, or stablecoin exposure contributes most to forecasted portfolio risk.
Estimate forward-looking risk around a hypothetical transaction using asset outlook, volatility, liquidity, size, route, and horizon.
Estimate expected execution-cost range for a selected asset, route, transaction size, or market condition.
Estimate portfolio-level exposure to depeg probability, liquidity fragmentation, and stablecoin route risk.
Portfolio-level risk estimates for funds, desks, treasuries, and enterprise monitoring workflows.
Aggregated risk estimates for wallet, broker, or exchange user cohorts where data access and privacy controls support analysis.
Stablecoin exposure risk, depeg probability, liquidity fragmentation, and route-risk context for treasury monitoring.
Pre-transaction risk estimates using asset, size, route, liquidity, volatility, and forecast horizon.
When data coverage is insufficient, Amonhen downgrades confidence or suppresses forecast output rather than overstating precision.
Every output is a typed object with a defined horizon, an example estimate, and explicit confidence support.
| Forecast object | Description | Example horizon | Example output | Confidence |
|---|---|---|---|---|
| Portfolio drawdown probability | Probability portfolio breaches a defined drawdown threshold | 24h · 7d · 30d | 18% probability of >10% drawdown | Yes |
| Expected portfolio range | Forecasted portfolio value range | 24h · 7d · 30d | −6.4% to +4.1% | Yes |
| Portfolio volatility forecast | Expected portfolio volatility condition | 7d · 30d | Elevated | Yes |
| Correlation stress estimate | Probability assets become more correlated under stress | 24h · 7d · 30d | 42% probability | Yes |
| Concentration exposure estimate | Forward-looking risk contribution by exposure | 24h · 7d · 30d | SOL ecosystem largest risk contribution | Yes |
| Transaction risk estimate | Risk estimate for selected transaction context | 1h · 24h | Elevated volatility, medium slippage | Yes |
| Slippage estimate | Expected execution-cost range | 1h · 24h | 0.18% to 0.42% | Yes |
| Stablecoin exposure risk | Portfolio exposure to stablecoin depeg and route risk | 1h · 24h · 7d | Low | Yes |
| Forecast attribution | Key drivers behind forecast output | All horizons | Volatility · correlation · liquidity · concentration · stablecoin risk | Yes |
Amonhen emphasizes probability, range, confidence, and risk attribution rather than portfolio instructions.
Neutral, model-generated scenarios — each with a probability, an expected portfolio range, the main affected exposures, a confidence level, and the main drivers behind it.
Surface portfolio-level risk estimates, token exposure context, and transaction risk previews inside institutional or client-facing workflows.
Provide neutral transaction risk estimates, stablecoin exposure context, and confidence labels without becoming an advisory product.
Add forecasted risk context to client portfolio views and transaction preview experiences.
Use drawdown probabilities, volatility forecasts, correlation stress, and concentration exposure as risk-monitoring inputs.
Monitor stablecoin exposure risk, liquidity fragmentation, and portfolio-level drawdown estimates.
Track portfolio forecast changes, confidence downgrades, scenario estimates, and historical forecast performance.
Amonhen tracks portfolio and transaction risk forecasts against realized portfolio outcomes, asset behavior, volatility, correlation changes, slippage conditions, and stablecoin exposure events. The system supports historical forecast archives, calibration metrics, confidence scoring, data freshness awareness, and coverage gating.
Predicted probabilities are measured against realized portfolio outcomes.
A durable record of every risk forecast ever issued.
Every forecast carries a calibrated confidence level.
Estimates are withheld where data coverage is insufficient.
Forecasts expose the recency of their input data.
Each output is traceable to the drivers behind it.
{ "portfolio_id": "demo_portfolio", "module": "portfolio_trade_forecasts", "horizon": "7d", "drawdown_probability": { "threshold": -0.10, "probability": 0.18 }, "expected_portfolio_range": { "lower": -0.064, "upper": 0.041 }, "volatility_forecast": "elevated", "correlation_stress_probability": 0.42, "largest_risk_contribution": "sol_ecosystem", "stablecoin_exposure_risk": "low", "confidence": "medium", "disclaimer": "model_generated_informational_risk_estimate" }
Amonhen transforms portfolio, token, stablecoin, liquidity, volatility, and correlation data into probabilistic portfolio and transaction risk forecasts.