vol-regime

name	vol-regime
description	Code patterns for classifying the current volatility regime and detecting anomalous recent moves. Always load alongside fetch-yfinance — the examples require a yfinance data fetch at the top of the same script. Load references/examples.md for working code.

Volatility regime classification

What this skill provides

references/examples.md — Working code patterns for:

• Pattern 1: Rolling 30-day annualised vol + regime classification (low / normal / elevated / extreme)
• Pattern 2: Anomaly detection — z-score of the most recent daily move
• Pattern 3: Adaptive trend window selection based on regime and anomaly signals

These patterns are designed to be combined with a data-fetch block in a single code execution. Do not call run_code separately for data fetching and regime classification — combine them.

Typical usage

Load fetch-yfinance and vol-regime, read both references/examples.md files, then write one complete block that fetches the data and computes the regime.

Regime thresholds (WTI crude oil)

Regime	Annualised vol (%)
low	< 20
normal	20 – 35
elevated	35 – 55
extreme	> 55

Adjust thresholds for other assets. These are calibrated to WTI's historical vol distribution (2020–2025 median ≈ 31%).

Output of Pattern 3

Pattern 3 returns a trend_window integer (15 or 30 days) that you should pass directly to the trend-projection skill's fitting step.