Node reference
Volatility Filter
Keep coins within a volatility band.
Rev. 2026.06
Volatility Filteruniverse
InputsOutputsVolatility Filter
Coins
coins · coinset
Coins
coins · coinset
Configure
- lookbackDays
- default 30
- minAnnualized
- default 0
- maxAnnualized
- default 0
What it does
Allows coins whose annualized daily volatility over the lookback sits within the band.
What happens
Used only inside a Universe. It runs at the universe's refresh or pick instants over every allowed coin, using only data that had closed by then, and its wires carry coin sets, per-coin columns or selections rather than one value per bar.
When to use
Low-volatility sets, or excluding the wildest coins from a momentum ranking.
Gotchas
- Bounds are fractions: 0.8 means 80% a year.
- 0 means no limit on that side.