MSFT 20-day volatility: the current reading and its track record
MSFT’s current 20-day volatility reading and what that signal has historically been followed by.
This page covers Microsoft (MSFT) — its current 20-day volatility reading and the measured historical record of what MSFT 20-day volatility extremes were followed by.
How to read this. These figures are measured only on instruments currently covered by this site — a set of companies that survived. Signals that appear to have ‘worked’ on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across MSFT’s 20-day volatility history from 1987 to 2025: 79 low-extreme episodes. Low-extreme readings were followed by -0.49% excess at 5 sessions and -2.63% by 20.
On this signal, the most recent episode in which MSFT was at a low extreme began on 2025-09-03.
Outcomes are measured for episodes up to 2025-09-03, the most recent with enough later sessions to score. The current reading above is from a later date, 2026-10-16.
When MSFT was at a high extreme
MSFT has only 8 past episodes on this signal — too few to characterise on their own. Showing the all-stocks pattern instead.
Across 1116 past episodes where a stock was at a high extreme on this signal, the 1115 with a complete 20-session forward window beat the stock’s own trailing drift by 0.30 percentage points on average (50% of those 1115 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +0.26% | 49% | 1116 |
| 5 sessions | +0.07% | 49% | 1116 |
| 20 sessions | +0.30% | 50% | 1115 |
When MSFT was at a low extreme
Across 79 past episodes where MSFT was at a low extreme on this signal, the close 20 sessions later lagged MSFT’s own trailing drift by 2.63 percentage points on average (44% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +0.03% | 51% | 79 |
| 5 sessions | -0.49% | 48% | 79 |
| 20 sessions | -2.63% | 44% | 79 |
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