D07-F06-A04 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Relative Volatility Index
What share of direction-conditioned volatility occurred on upward changes? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
RVI=100*RMA(upward standard deviation)/(RMA(upward stdev)+RMA(downward stdev))
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7