US30 Volatility Dial
A live forecast of how far the Dow is likely to travel over the next 60 minutes, produced by the same LightGBM model whose volatility skill is documented in How Much, Not Which Way. It forecasts magnitude, never direction.
Connecting to the live feed...
How this is computed
A LightGBM model is trained to predict the realised volatility of the Dow over the coming hour, using the same causal, point-in-time feature set as the production US30 system (price-derived, cross-asset, and macro inputs). Out-of-sample, it forecasts forward 60-minute volatility with a rank correlation of about 0.70, while forecasting direction no better than a coin. This dial shows magnitude only.
Each minute, a process running beside the live trading system evaluates the model on the current feature frame and publishes its forecast here. The forecast is expressed as a one-standard-deviation move in index points, shown as a 68% range around the current level. It is a forecast of range, not of price level, and not of direction.