Range Projection
N-Day Expected Move Calculator
Enter the current price, annualized historical volatility, and any number of trading days ahead to get the expected 1 and 2 standard deviation price move over that window, scaled from annual volatility using the square-root-of-time rule.
Daily volatility
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N-day volatility
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1 stdev expected move ($)
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1 stdev range
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2 stdev range
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Educational tool only, not financial advice. This assumes returns scale with the square root of time and does not account for volatility clustering or upcoming known events. Always confirm with your own strategy and risk management rules.
Built by Jason Parker, founder of Trading Ranges.
Built by Jason Parker, founder of Trading Ranges.