Volatility Phase
Volatility· DE: Volatilitäts-Phase
An asset's current volatility regime classified from its ATR relative to its own historical median.
Calculation
Compare current ATR to its rolling median (ratio = ATR / ATR-median): low (<0.8), normal, high (>1.2), expansion (>1.5).
Unit & source
enum · tradingstrategies.work Volatility-Insights Stage-A
Values: low, normal, high, expansion
Related terms
Knowledge objects measuring this
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.