Expanding Volatility Days
EXPANDING1 days identified in the last 90 trading sessions
Executive Summary
Signal52 classified 1 of the last 90 trading sessions as Expanding Volatility. Expanding conditions indicate widening price ranges, rising implied volatility, and increased dispersion among individual stocks. This archive tracks each occurrence with its accompanying regime context and signal counts.
What is Expanding Volatility?
Expanding volatility is a market state where realized and implied volatility are increasing. The VIX is rising, average true range (ATR) is widening, and daily price ranges are growing. This often occurs during periods of macro uncertainty, earnings season stress, or geopolitical disruption.
How Signal52 defines Expanding Volatility
Signal52 classifies volatility as Expanding when its Volatility Compression State model detects rising VIX trend, widening Bollinger Band width, and increasing ATR across the benchmark index universe. The classification is deterministic and computed daily.
Why it matters
Expanding volatility changes position sizing, stop-loss placement, and the reliability of breakout signals. The same confluence score carries different forward expectations when volatility is expanding versus compressing. Signal52 adjusts its risk tolerance and signal weighting accordingly.