> For the complete documentation index, see [llms.txt](https://docs.bigbeluga.org/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.bigbeluga.org/screeners/market-echo-screener-tm/volatility.md).

# 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="/assets/6b48cf05736efa9b750b63543a2710cec606961581319bcff1eb1f59fc751bb8.png" alt=""><figcaption></figcaption></figure></div>

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

<figure><img src="/assets/abff33e377e4e98e10d93c1f836811308808f8127d0bcf01917b43693bf85bc6.png" alt=""><figcaption></figcaption></figure>

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

{% tab title="⚠️ Elevated (50–70)" %}

<figure><img src="/assets/8fe6564ebf78632cc7939665c205c7372579845af75f897be09e23d1afb01fe6.png" alt=""><figcaption></figcaption></figure>

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

{% tab title="💥Explosive (>70)" %}

<figure><img src="/assets/994c0a656dadfe94f2a3e014d2a028619a7306a9af7610452232d8831440c570.png" 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).