volatility

What problem does it solve?

This skill keeps traders from missing volatility regime swings by automatically spotting low or high volatility periods for mean-reversion strategies, eliminating manual percentile calculations and guesswork.

Core Features & Use Cases

• HV Percentile Signals: Rolling historical volatility is annualized and ranked over the lookback window to expose low and high volatility regimes for clearer timing.
• Mean-Reversion Actions: Low-percentile readings trigger longs, high-percentile readings trigger exits or shorts, and the middle range stays neutral to reduce whipsaws.
• Use Case: Feed daily OHLCV data for equities or crypto to decide when to build positions in calm markets and when to hedge or short during turbulence.

Quick Start

Ask the trading agent to generate volatility signals for BTC-USDT using hv_window 20, lookback 120, and annualize 365.