UBI Research Desk

Forecast methodology and Scenario Score

UBI.quest does not present its scenario bands as analyst consensus or guaranteed price targets. Every covered asset receives the same reproducible comparative score, an explicit stress range, asset-specific catalysts, risks and an invalidation rule.

The proprietary formula

Dimension	Weight	Purpose
Upside capacity	40%	Normalizes the base-return input against the range used for the same asset class.
Drawdown resilience	30%	Rewards assets with a smaller stress drawdown.
Thesis conviction	20%	Combines the strength of the asset thesis with its return and drawdown inputs.
Uncertainty adjustment	10%	Penalizes assets where volatility can overwhelm expected return.

UBI Scenario Score = 40% upside capacity + 30% drawdown resilience + 20% thesis conviction + 10% uncertainty adjustment.

Where scenario inputs come from

Coverage	Base case	Stress case	Bull case
All stock and crypto asset pages	Trailing five-year CAGR from the linked closing-price series, or the longest reliable period available up to five years.	Largest peak-to-trough drawdown in the same series, applied once in the scenario table.	Base CAGR plus half the observed maximum drawdown.

Every asset page displays its observation window, start and end values, calculation rule, fetch date and market-data link. Daily stock series come from Nasdaq; crypto series use Binance where current and CoinGecko when an exchange series is unavailable or stale.

What the model is and is not

Original analysisComparable scoringEvery stock and crypto is processed through the same disclosed framework.

Scenario modelNot a target-price claimBear, base and bull cases are editable inputs for decision analysis.

Risk disciplineInvalidation mattersEach page states what evidence would make the base case less credible.

Current limitationNot a live recommendation feedHistorical measurements and context sources can change; none predicts the next price move.

How to verify an asset page

Step	Reader check
1. Inspect assumptions	Read the base return and stress drawdown. On sourced pages, verify the linked observation series and derivation table.
2. Read current context	Check the dated company, protocol or market source and separate the event from the historical scenario math.
3. Read risks	Decide whether the modeled downside is severe enough for the asset.
4. Apply invalidation	Do not keep the same forecast when the thesis or relative strength has broken.
5. Compare capital uses	Compare passive asset scenarios with cash, diversified exposure and the separate automated trading benchmark.

Research and update policy

Pages are prepared by the UBI Research Desk. Sourced inputs and current-context blocks receive an asset-specific update date only after the underlying values or cited context materially change. The site does not change dates merely to simulate freshness.

Roverium's reported automated trading result is deliberately excluded from the UBI Scenario Score. It appears only as a separate opportunity-cost benchmark. Historical or reported performance does not guarantee future returns.