ARC
Asymmetric Risk Contour
ORIGINALComposite StatePANE
Live quantile fan of the return distribution: width (risk), lean (skew), CVaR tail depth per side, fat-tail background heat, breach events when reality escapes the prior fan, and squeeze marks when risk compresses.
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Distribution Window | int | 200 | 50–1000 |
| Normalization Window | int | 250 | 50–2000 |
Plots
| Label | Kind | Color |
|---|---|---|
| Tail Heat | bg | #12141f |
| 90% Fan | band | accent2 |
| 50% Core | band | accent2 |
| Upper Tail CVaR | line | up |
| Lower Tail CVaR | line | down |
| Lean (Bowley skew) | line | accent |
| Breach Up | marker | up |
| Breach Down | marker | down |
| Risk Squeeze | marker | #8b5cf6 |
ORIGINAL RESEARCH
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