apps2 · volrsi — vol-normalized + RSI compare

Ticker	Last	Window %	σ / bar	Last z	Cum σ	RSI	Ext σ	Ext RSI	Rank σ	Rank RSI
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Extreme sliders Preset

E₀ entry λ slope Reverse kill Slope bars μ/σ window τ duration ΔE depth Mark run-end (reversal)

1 filled dot — run just started (stretched and slope not reversing) More dots — stayed extreme longer, or E got deeper (max 6) Hollow ring — last bar of the run (reversal candidate) Not height alone: E = |L| + λ·max(0, sign(L)·S)

1 · Vol-normalized path

Each bar: z = ln(P_t/P_t−1) ÷ that ticker’s own rolling realised σ. Line = cumulative z from window start (all start at 0). Same clock. Price level and vol stripped.

Cumulative vol-normalized log return (σ units)

↕ height

2 · RSI only

Wilder RSI on close. Same bars as above. Not vol-adjusted — this is the raw oscillator (30 / 70 drawn). Compare stretch on the shared 0–100 scale only.

Wilder RSI

↕ height

Normalized (section 1). Log return removes units. Dividing by each ticker’s own rolling σ removes typical-move size. Cumulating from the window start puts every line on the same origin. Click a pill to hide/show. B (or Shift-click) bolds/selects that ticker; any selection drops the other lines to 40% opacity. Clear bold resets. A +2σ path means that name traveled two of its own typical bars, net, over the window. RSI (section 2) does not do that — two names at 70 are similarly one-sided internally, not similarly large in σ. Extreme dots (toggle). Not “high Y”. L = (y−μ)/σ_y · S = (y−y_k)/(k·σ_y) · E = |L| + max(0, sign(L)·S). Extreme if E≥1.5 and slope is not reversing. Dots increase with run length and with a deeper E in that run (max 6). USD = equal-weight EUR·GBP·JPY·CHF·CNY·KRW (not DXY).