Performance & Monthly Moves
Historical returns and absolute monthly movements, using completed source months.
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Performance Metrics
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Monthly Move Analysis
Completed source months only. Absolute open-to-close returns describe monthly moves, not intramonth realized volatility. Standard deviation here measures the spread of those absolute returns.
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Both charts use the same months and date filter. The upper chart measures absolute open-to-close moves (%); the lower chart measures high-to-low ranges ($). These are different measures, not realized volatility.