SneakerPulse Backtest Engine

Quantitative Analysis & Prediction Model for Levi's x Air Jordan 3 Black Denim

Monte Carlo Simulation | Exponential Decay | 55160 sales analyzed

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Prediction ModelAir Jordan 3 'Black Cat' 202Levi AM95 Light Orewood BLevi AM95 Black AnthracitLevi AM95 ObsidianUndefeated Air Jordan 4 2025J. Balvin Air Jordan 3 'Rio'

Levi's x Air Jordan 3 Black Denim Prediction

Retail: $230 | Release: 2026-02-21 | SKU: IR0914 400 | 10000 MC simulations

Predicted Day-1 Price
$286
$272 - $300 (90% CI)
Optimal Sell Day
Day 0
Peak at $287
Day-7 Expected ROI
+24.3%
18.7% to 29.9%
Day-30 Expected ROI
+3.7%
-2.9% to 10.4%
VaR 95% (Day 7)
18.7%
Max loss at 95% confidence
Pre-Release Signal
$302
1.31x retail (40 sales)

Intraday Price Prediction (First 48 Hours)

30-minute interval predictions based on 5 comparable release curves

▲
Peak Price Window
$316
+34.5h after release
▼
Best Buy Window
$270
+44.5h after release
★
Volume Spike
+1h
Highest trading activity

48-Hour Price Forecast (30-min intervals)

Expected Relative Sales Volume (30-min intervals)

Predicted Price Trajectory with 90% CI (Days 0-90)

Comparable Overlay (Normalized)

Risk Metrics (VaR & ES)

ROI Predictions by Horizon

HorizonPred. PriceMean ROI5th Pctl95th PctlVaR 95%Exp. Shortfall
Day 1$286+24.4%+18.3%+30.5%18.3%16.8%
Day 7$286+24.3%+18.7%+29.9%18.7%17.2%
Day 14$273+18.6%+12.7%+24.4%12.7%11.2%
Day 30$239+3.7%-2.9%+10.4%-2.9%-4.5%
Day 60$213-7.2%-13.1%-1.3%-13.1%-14.5%
Day 90$200-13.1%-18.7%-7.4%-18.7%-20.0%

Size-by-Size Price Predictions

SizeDay 1Day 7 AvgDay 7 RangeDay 7 ROIDay 30 AvgDay 30 RangeDay 30 ROI
7$262$262$243 - $281+13.7%$218$200 - $236-5.2%
7.5$265$264$244 - $284+14.8%$220$203 - $239-4.2%
8$267$267$248 - $286+16.1%$223$205 - $242-3.1%
8.5$271$271$251 - $291+17.7%$226$208 - $244-1.9%
9$275$275$254 - $295+19.4%$229$211 - $248-0.4%
9.5$279$279$259 - $299+21.3%$233$214 - $252+1.2%
10$284$283$263 - $304+23.3%$237$218 - $256+2.9%
10.5$289$289$268 - $310+25.5%$241$221 - $260+4.6%
11$294$294$272 - $315+27.7%$245$225 - $265+6.6%
11.5$299$299$277 - $320+29.9%$249$229 - $270+8.4%
12$304$304$282 - $326+32.1%$253$233 - $275+10.1%
13$315$314$291 - $338+36.6%$262$240 - $284+13.9%
14$324$323$299 - $347+40.5%$270$248 - $292+17.2%

Comparable Weights (Ratio-Based)

ComparableRetail-Resell RatioDistance from Target (1.31x)Total SalesWeight
Air Jordan 3 Retro 'Black Cat' 20251.14x0.1740,23422%
Levi's x Nike Air Max 95 OG 'Light Orewood Brown'1.43x0.1148919%
Levi's x Nike Air Max 95 OG 'Black Anthracite'1.47x0.1562619%
Levi's x Nike Air Max 95 OG 'Obsidian'2.18x0.864812%
Undefeated x Air Jordan 4 Retro 20252.27x0.9612,1993%
J. Balvin x Air Jordan 3 Retro 'Rio'1.33x0.021,09132%

Volatility-Anchored Methodology

  1. Data Collection: We aggregate verified resale transactions for the target shoe and 6 comparable releases, totaling 55,160 individual transactions with timestamps, prices, and size info.
  2. Outlier Filtering: IQR-based filtering (factor=2.0) removes extreme size prices that would skew predictions.
  3. Current Price Anchoring: Our model anchors to the target’s actual pre-release price ($302) rather than deriving price from comparables. Comparables inform shape and volatility only.
  4. Exponential Decay: P(t) = a·e-λt + c fitted to each comparable's post-release trajectory.
  5. Shape Curves: Each comparable's decay normalized to its own Day-0 price. A shape value of 0.90 at Day 30 means a 10% decline, regardless of the comparable's absolute price.
  6. Ratio-Based Weighting: Comparables weighted by proximity of their retail-to-resell ratio to the target’s 1.31x using exponential decay (e-2.5 × distance).
  7. Monte Carlo Simulation: 10000 runs with shape perturbation (±12%), volatility noise, and anchor drift produce confidence intervals at each day.
  8. Size Premiums: Polynomial regression on size-price data averaged across comparables.
  9. VaR & ES: From MC return distribution. VaR95 = worst 5th percentile. ES = avg below VaR.
  10. Pre-Release Signal: 40 actual transactions at avg $302 calibrate demand.
  11. Pre-Release Discount: Weighted discount factor of 0.9603 (-4.0%) applied and faded over 14 days post-release.
  12. Intraday Prediction: 30-min bucketed sales from 5 comparables, normalized and weighted, projected onto anchor price with 5000 MC sims.

Live Results vs Prediction

Real-time sales data overlaid on our predictions — how accurate is the model?

Air Jordan 3 Retro 'Black Cat' 2025

Air Jordan Air Jordan 3SKU: CT8532 001Released: 2025-01-11Retail: $210
Total Sales
40,234
Mean
$228
Median
$222
Std Dev
$30
Skewness
0.83
Kurtosis
0.49
Pre-Rel Sales
5,725
Pre-Rel Premium
14.5%
7d Avg
$222
30-60d Avg
$212
Momentum
1.05x
Collab Mult
1.51x
Exp Decay: P(t) = 71.2 × e-0.0095t + 166.4

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$237+10.6%
Day 7$233+1.8%
Day 14$229-2.5%
Day 30$220-5.0%
Day 60$207+1.9%
Day 90$197+2.2%

Levi's x Nike Air Max 95 OG 'Light Orewood Brown'

Nike Air Max 95SKU: HM4743 100Released: 2025-07-11Retail: $190
Total Sales
489
Mean
$197
Median
$189
Std Dev
$45
Skewness
0.80
Kurtosis
0.53
Pre-Rel Sales
39
Pre-Rel Premium
42.6%
7d Avg
$240
30-60d Avg
$186
Momentum
1.29x
Collab Mult
1.84x
Exp Decay: P(t) = 212.1 × e-0.0368t + 130.3

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$335+36.9%
Day 7$294+20.2%
Day 14$257+13.3%
Day 30$201+2.2%
Day 60$154-3.7%
Day 90$138-14.5%

Levi's x Nike Air Max 95 OG 'Black Anthracite'

Nike Air Max 95SKU: HM4743 001Released: 2025-07-11Retail: $190
Total Sales
626
Mean
$233
Median
$234
Std Dev
$34
Skewness
-0.09
Kurtosis
0.30
Pre-Rel Sales
62
Pre-Rel Premium
46.8%
7d Avg
$258
30-60d Avg
$222
Momentum
1.16x
Collab Mult
1.77x
Exp Decay: P(t) = 155.0 × e-0.0212t + 160.5

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$312+43.1%
Day 7$294+31.1%
Day 14$276+27.3%
Day 30$242+17.5%
Day 60$204+9.2%
Day 90$183+17.8%

Levi's x Nike Air Max 95 OG 'Obsidian'

Nike Air Max 95SKU: HM4743 400Released: 2025-07-10Retail: $190
Total Sales
481
Mean
$371
Median
$355
Std Dev
$76
Skewness
0.49
Kurtosis
0.07
Pre-Rel Sales
53
Pre-Rel Premium
117.7%
7d Avg
$431
30-60d Avg
$321
Momentum
1.34x
Collab Mult
3.27x
Exp Decay: P(t) = 322.0 × e-0.0175t + 179.4

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$496+114.9%
Day 7$464+145.1%
Day 14$431+107.6%
Day 30$370+77.3%
Day 60$292+57.1%
Day 90$246+71.0%

Undefeated x Air Jordan 4 Retro 2025

Air Jordan Air Jordan 4SKU: IB1519 200Released: 2025-08-02Retail: $225
Total Sales
12,199
Mean
$356
Median
$339
Std Dev
$60
Skewness
1.06
Kurtosis
1.17
Pre-Rel Sales
383
Pre-Rel Premium
127.0%
7d Avg
$470
30-60d Avg
$328
Momentum
1.43x
Collab Mult
2.40x
Exp Decay: P(t) = 228.2 × e-0.0279t + 268.3

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$490+124.3%
Day 7$456+97.6%
Day 14$423+79.0%
Day 30$367+55.3%
Day 60$311+44.5%
Day 90$287+41.0%

J. Balvin x Air Jordan 3 Retro 'Rio'

Air Jordan Air Jordan 3SKU: FN0344 001Released: 2024-05-22Retail: $250
Total Sales
1,091
Mean
$333
Median
$342
Std Dev
$66
Skewness
-0.53
Kurtosis
0.24
Pre-Rel Sales
0
Pre-Rel Premium
0.0%
7d Avg
$333
30-60d Avg
$333
Momentum
1.00x
Collab Mult
2.08x
Exp Decay: P(t) = 83.3 × e-0.0100t + 250.0

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$332+33.0%
Day 7$328+31.1%
Day 14$322+29.0%
Day 30$312+24.7%
Day 60$296+18.3%
Day 90$284+13.5%

SneakerPulse Backtest Engine — For educational and research purposes only.

Data sourced from GOAT marketplace. Generated on 2026-02-20 13:05.