D08-F07-A13 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Volatility Regime Classifier
Where does current realized volatility rank against a trailing reference distribution? 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
regime from rolling percentile of realized volatility: low <= q_low, high >= q_high, else normal
Availability rule
A state at t may use only observations available through t; confirmed swings retain their confirmation timestamp and are never relabeled as known at the pivot bar.
calculated · step 1 of 7