Model Methodology: Time-Weighted Gravity

This chart maps QUBT price action against its 2020 epoch Time Weighted Average Price (TWAP), shown as the purple baseline. Every price point is color-coded by its normalized gravity score.

Understanding Gravity Risk

Gravity Risk (0-100) acts like a probabilistic rubber band around TWAP. High scores mean price is stretched far above the time-weighted cost basis and is more exposed to mean reversion. Low scores mean price is near or below historical cost basis, where gravity has already been partially neutralized.

Risk Level Assignment

The premium versus TWAP is clipped at the 1st and 99th percentile to reduce flash-wick distortion, then normalized into a 0-100 gravity score and grouped into 10 risk levels.

• Levels 1-3: Accumulation / discounted versus time-weighted baseline.
• Levels 4-7: Fair-value to expansion zone.
• Levels 8-10: Distribution / overextended gravity stretch.