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:

❄️ Calm (<50)⚠️ Elevated (50–70)💥Explosive (>70)

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

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