Simulation Overview
Published 5/12/2026, 12:25:35 PM
Based on 10,000 Monte Carlo simulations using historical data from the last 100 days, the 90-day forecast for Ethereum (ETH) indicates a median price target of $2,355.91, representing a modest 2.1% increase from current levels. However, the high daily volatility of 3.68% results in a wide distribution of potential outcomes, with a 90% confidence interval ranging from a bearish $1,322.90 to a bullish $4,129.70.
Simulation Overview
The model utilizes a Geometric Brownian Motion approach, projecting 10,000 independent price paths based on recent mean returns and volatility.
| Metric | Value |
|---|---|
| Current Price (Base) | $2,307.58 |
| Daily Mean Return | 0.0838% |
| Daily Volatility (σ) | 3.6778% |
| Probability of Price > Current | 52.5% |
90-Day Price Projections
The following table summarizes the distribution of outcomes at the conclusion of the 90-day period:
| Scenario | Percentile | Projected Price | 90-Day Return |
|---|---|---|---|
| Bullish Case | p95 | $4,129.70 | +79.0% |
| Median Case | p50 | $2,355.91 | +2.1% |
| Bearish Case | p5 | $1,322.90 | -42.7% |
Visual Distribution (Fan Chart)
The fan chart below illustrates the median trajectory (p50) and the 90% confidence interval (the range between p5 and p95), showing the expanding uncertainty over the 90-day horizon.
Data Interpretation & Risk Analysis
- High Volatility Regime: The daily volatility of ~3.68% is significant, leading to a very wide "fan" in the forecast. This suggests that while the median expectation is nearly flat, the potential for extreme moves in either direction is high.
- Positive Skew: The distribution exhibits a characteristic log-normal skew. The p95 bullish case ($4,129) represents a much larger percentage move (+79%) than the p5 bearish case ($1,322, -42.7%), as prices are bounded by zero but have theoretically unlimited upside.
- Market Bias: With a 52.5% probability of ending higher than the current price, the model suggests a neutral-to-slightly-positive bias based on recent historical performance.
- Risk Assessment: The bearish p5 scenario indicates a potential drawdown to the $1,300 level. This represents a "tail risk" scenario that occurs in 5% of simulations, providing a baseline for stop-loss considerations or downside protection.
Next Steps:
- Technical Analysis: Would you like to run a technical analysis (RSI, MACD, EMA) to see if short-term indicators align with these long-term simulation targets?
- Automation: I can schedule this Monte Carlo simulation to run weekly so you can monitor how changing volatility impacts the 90-day outlook.