Rolling mean return and rolling annualized volatility over a window, from a pric...

{ "method": "GET", "queryParams": { "returns": "[0.01,-0.02,0.03,0.00,0.02,-0.01]", "window": 3 }, "type": "http" }

{ "example": { "asOf": "2026-10-12T00:57:40.623Z", "degraded": false, "disclaimer": "Screening signal computed from the named public source. Not financial, legal or investment advice; provided as is. Verify at the source before acting.", "educationalOnly": "Educational arithmetic on the numbers you supplied. Not investment advice: it does not say what to buy, sell, hold or how much to risk, and a supplied or past series does not predict the future.", "fullWindows": 4, "latestAnnualizedVolatilityPct": 24.24871131, "latestMeanReturn": 0.003333333333, "maxAnnualizedVolatilityPct": 39.94996871, "minAnnualizedVolatilityPct": 24.24871131, "notChecked": [ "window choice: results change a lot with it", "overlapping windows are not independent, so the series looks smoother than the data is", "…1 more" ], "observations": 6, "periodsPerYear": 252, "reasons": [ "Each window holds the latest `window` returns; the first window-1 entries are null because the window is not full yet.", "Rolling volatility is the sample standard deviation of the window times sqrt(periodsPerYear), in percent.", "…1 more" ], "rollingAnnualizedVolatilityPct": [ null, null ], "rollingMeanReturn": [ null, null ], "source": "computed locally", "summary": "4 full windows of 3 over 6 returns; latest rolling mean 0.003333333333, latest annualised volatility 24.24871131%.", "verdict": "ROLLING_COMPUTED", "window": 3 }, "type": "json" }