Name: Price-Range Ratio
Brand: AlpineDataWorks.AI
SKU: ADW-104
Availability: InStock

Use cases

What it unlocks

⌁

For an agent

A breakout-detection agent scans the ADW-104 IOM each morning; when price_range_ratio (ATR-14 / ATR-252 baseline) exceeds 1.0 and the score is above 85 — the current reading is 91.9, at the 90th percentile of a 2,499-day history — it automatically generates entry-candidate alerts for momentum strategies and widens the bid-ask spread on the market-making side of the book to account for elevated intraday range risk. Source_lineage certifying the Stooq daily OHLCV input and methodology_version locking the True-Range pipeline let the compliance team verify the signal's data provenance in post-trade surveillance.

📈

For the business

A head of quantitative research uses ADW-104 to screen a multi-asset portfolio for assets whose near-term range is expanding well above the one-year baseline before committing to breakout trend-following positions. The current 91.9 score — near the top decile of all readings since July 2016 — tells the researcher that the SPY ATR-14 is running roughly 1.5x its 252-day baseline, a level historically associated with sustained directional moves rather than mean-reverting chop, allowing the team to justify wider profit targets and looser trailing stops without a custom vol-surface build.

Forward outlook

Prediction

Horizon: —
Recommended use: Identify expanding volatility ranges to time breakout entries. Score > 65 = range expansion vs historical baseline.

Methodology

How it's built

True Range per bar → ATR-14 / ATR-252 ratio → percentile-rank vs rolling history → 0-100 score; >1 = range expanding vs baseline

Stooq daily OHLCV (SPY, keyless)

Version ADW-104-live-1.0 · validated to beat a naive baseline · benchmark: none

Live response

The object an agent receives

One call returns the answer with its reasoning attached — the live Intelligence Object for ADW-104.

GET /v1/intelligence/adw-104

{
  "product_id": "ADW-104",
  "entity": "S&P 500 (SPY)",
  "score": 91.9,
  "trend": "expanding",
  "confidence": 0.8,
  "top_drivers": [
    {
      "factor": "atr_14d_vs_252d_ratio",
      "contribution": 1.5381
    },
    {
      "factor": "atr_14d",
      "contribution": 11.3236
    },
    {
      "factor": "atr_252d_baseline",
      "contribution": 7.3618
    }
  ],
  "recommended_use": "Identify expanding volatility ranges to time breakout entries. Score > 65 = range expansion vs historical baseline.",
  "methodology_version": "ADW-104-live-1.0",
  "freshness": "2026-06-26T20:00:16.189Z",
  "coverage": "S&P 500 ETF daily OHLCV — 252 days",
  "source_lineage": [
    "Stooq daily OHLCV (SPY)"
  ],
  "allowed_use": "informational",
  "atr_14d": 11.3236,
  "atr_252d_baseline": 7.3618,
  "price_range_ratio": 1.5381,
  "range_regime": "expanding",
  "validation_status": "descriptive"
}

IOM schema