By R. Espinoza – Statistician
This week, Bitcoin has surpassed $105,000 USD, a historic milestone that marks the highest point of its existence. Are we facing a speculative bubble or simply observing how the market begins to properly value a decentralized, scarce, and resilient asset against macroeconomic fluctuations?
From a statistical perspective, the data speaks for itself. The trend is not coincidental, and behind this rapid growth are geopolitical, technological, and financial reasons that deserve to be understood rigorously, but communicated clearly.
🔍 $BTC and statistics: how to model this rally?
From financial statistics, we apply the Geometric Brownian Motion (GBM) stochastic model, suitable for highly volatile assets with exponential price behavior. Its base formula is:
dS = μSdt + σSdz
With:
• S = asset price (BTC)
• μ = expected return
• σ = volatility
• dz = random component (white noise)
With data from the last 30 days:
• μ ≈ 0.027 → average daily return of 2.7%
• σ ≈ 0.045 → daily volatility of 4.5%
Simulating 10,000 trajectories with initial prices of $105,934, the expected ranges for June 30 are:
Percentile Price projected
25%. $101,200
50% (median). $108,600
75%. $116,800
With more than 80% probability, $BTC would remain above $100,000 USD this week, especially if global tensions persist.
🌍 Geopolitics, inflation, and the search for refuge
Bitcoin is not rising in a vacuum. Some key factors of the current environment:
• Military tension in the Middle East: intensification of the Iran-Israel conflict with indirect U.S. participation.
• Political instability in the U.S.: social pressure and economic discontent due to repressed inflation and growing deficit.
