Realized volatility
The actual, backward-looking volatility of bitcoin's price over a trailing window (Galaxy Mind uses 30 days), expressed as an annualized percentage. Unlike implied volatility, which is the market's forecast priced into options, realized volatility measures what already happened. It is one of the ten weighted signals in the Buying Gauge: unusually low realized volatility often precedes large moves.
How to read it
Realized vol is what actually happened, annualized from the last 30 days of moves. High vol means wide daily swings and demands smaller position sizes. The subtler read is the opposite end: unusually quiet periods compress like springs, and large moves disproportionately begin from low-vol regimes. Direction is not predicted, only the likelihood of motion.
On Galaxy Mind
Thirty-day realized vol carries 7% of the Buying Gauge, scored to favor calm accumulation windows. It also feeds /fit directly: the engine sizes sleeves against your volatility tolerance, and live vol shifts what the same tolerance can hold.
Context
Bitcoin's realized vol has trended down across cycles, from routine 100%+ annualized readings in the early years toward ranges that overlap high-beta tech equities. It remains several times the volatility of gold or broad indices, which is exactly why position sizing, not signal timing, is where most investors actually fail.