iShares Russell 2000 ETF
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Russel 2000 Weekly Potentail

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Volatility, expressed through standard deviation, quantifies market elasticity and presents a level of probability and precision that humbles us all.

This week with IWM you can see that last week trending bi-weekly markets were more volatile than our monthly trending values. This could indicate regression to quarterly means, but for now shows a 15.02% premium advantage over current IV per move.

Bi-weekly, is as of now, only 10.81% off it's quarterly trend. However, it's important to observe that volatility can still consolidate under monthly in a poetic dance to coil up the monthly more on it's path in regression.

This is why in my charts you will notice a 'coiling' value under both HV10 and HV21 values.

BOOST the post, drop a follow and comment, BUT don't forget to circle back at the end of the week to revisit and observe how our trending markets preformed!
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What an interesting week in small caps! Drilling PA where volatility expanded to the quarterly trending means. Beautiful regression.

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