FTB-C000237 / Statistical method

Rolling Extreme

Rolling Extreme is a maximum or minimum recomputed over a moving observation window.

Also known aswindow extreme

Definitions

In plain terms

As each new observation arrives, the oldest eligible one can leave and a new high or low can enter.

Technical

A reproducible rolling extreme fixes window endpoints, minimum periods, ties, missing values, and session ordering.

Scope

It is not an expanding all-history record unless the window itself expands.

Examples

  • A Fintech Builder lesson can compute or identify Rolling Extreme only after declaring its inputs, timing, and edge-case rules.

Common misconceptions

  • It is not an expanding all-history record unless the window itself expands.

Concept relationships

Where this concept is used

Evidence and governance

  1. New 52-Week Highs and Lows for Exchanges StockCharts ChartSchool · secondary methodology

    Supports: preferred label, short definition, technical definition

    Limits: Provider symbols and eligibility rules may differ from another data vendor's point-in-time universe.

Reviewed by
fintech-builder-batch-005
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.