Volatility

Executive Summary Our quant agent completed a comprehensive market analysis covering SPY, QQQ, IWM, and DIA. This report documents volatility regimes, options flow patterns, and correlation dynamics as of February 2, 2026. Volatility Analysis The following chart shows multi-timeframe volatility analysis across our coverage universe. We analyze historical volatility using 10, 20, 30, and 60-day windows to identify volatility regimes and potential mean-reversion opportunities. Key Findings Symbol HV20 Volatility Regime SPY 10.3% Low volatility QQQ 13.6% Normal IWM 15.9% Elevated DIA 12.4% Normal Returns Distribution Understanding the distribution of returns helps calibrate position sizing and risk management. The following analysis shows return distributions with fitted normal curves for comparison. ...

Why Volatility Matters for Day Trading Volatility is the heartbeat of the markets. For day traders using our free SPY and QQQ alerts, understanding volatility is crucial because: It determines your stop-loss distances It affects the probability of ORB breakout success It signals when to trade aggressively or defensively It helps identify high-probability setups Types of Volatility for Traders Historical Volatility (HV) Historical volatility measures how much SPY or QQQ has moved in the past. ...