VSL
Volatility Structure Ladder
ORIGINALComposite StatePANE
Six realized-vol horizons as a ladder of row oscillators: the whole term structure, its slope, short-end inversions, and the multi-horizon squeeze cascade (armed → released).
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Normalization Window | int | 250 | 50–2000 |
| Vol-of-Vol Window | int | 20 | 5–100 |
Plots
| Label | Kind | Color |
|---|---|---|
| Vol-of-Vol | bg | #12141f |
| σ 8 | fill | #e07f3a |
| σ 16 | fill | #e07f3a |
| σ 32 | fill | #e07f3a |
| σ 64 | fill | #e07f3a |
| σ 128 | fill | #e07f3a |
| σ 256 | fill | #e07f3a |
| Term Slope | line | #f0f3fa |
| Inversion | marker | #e07f3a |
| Cascade Armed | marker | #8b5cf6 |
| Cascade Released | marker | #e07f3a |
ORIGINAL RESEARCH
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