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tradingview.com > script > 8Xvw2rt4-NeuPortal-Empirical-Range-measured-bands-honest-sample-size

NeuPortal Empirical Range - measured bands, honest sample size — Indicator by neuportal_ai

1+ mon, 3+ week ago   (138+ words) Most volatility bands are drawn the same way: per-bar sigma times the square root of the horizon. That rule assumes returns are independent draws from one fixed distribution. Crypto returns are neither — volatility clusters, tails are fat at short horizons,…...