# Volatility

Volatility is measured via a *hybrid standard deviation logic*.\
First, the standard deviation of closing prices over 10 bars is scaled by a factor, then normalized against its own 20-bar rolling standard deviation. The result is converted into a 0–100 index, producing three regimes:

<div data-with-frame="true"><figure><img src="/files/aCGfa4Hn7Cams6AX6eg8" alt=""><figcaption></figcaption></figure></div>

{% tabs %}
{% tab title="❄️ Calm (<50)" %}

<figure><img src="/files/9wNxA1mP8KoOJdFU2TGY" alt=""><figcaption></figcaption></figure>

❄️ Calm (<50): low dispersion, mean-reversion conditions dominate.
{% endtab %}

{% tab title="⚠️ Elevated (50–70)" %}

<figure><img src="/files/mjmxJmtgIWcuQQWIVqiE" alt=""><figcaption></figcaption></figure>

⚠️ Elevated (50–70): directional expansion likely, watch for breakout tension
{% endtab %}

{% tab title="💥Explosive (>70)" %}

<figure><img src="/files/Sg3C0XzVADoWk3VwTKDh" alt=""><figcaption></figcaption></figure>

💥 Explosive (>70): strong dispersion, trend-following setups favored.
{% endtab %}
{% endtabs %}

• Uses layered smoothing to dampen noise.
\
• Normalization ensures comparability across different assets.
\
• Acts as a meta-filter for selecting strategy type (range vs. momentum).


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