μ\muμ controls market direction. Positive/negative μ\muμ refers to a market with upward/downward momentum, whereas μ\muμ= 0 corresponds to mean reversion in a market without obvious trend. σ\sigmaσ represents a market’s degree of volatility. In conventional finance, implied volatility is derived from observed option prices. However, option markets for cryptoassets are in their infancy and used by a small number of market participants. Therefore, rather than back-calculating implied volatility, we assume it to be the same as historical volatility. In this report, σ\sigmaσ is set to 80%, which is the average historical volatility of the past five years.