RIVN 20-day volatility: the current reading and its track record
RIVN’s current 20-day volatility reading and what that signal has historically been followed by.
This page covers Rivian Automotive (RIVN) — its current 20-day volatility reading and the measured historical record of what RIVN 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.
When RIVN was at a high extreme
RIVN has only 4 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 RIVN was at a low extreme
RIVN has only 11 past episodes on this signal — too few to characterise on their own. Showing the all-stocks pattern instead.
Across 3256 past episodes where a stock was at a low extreme on this signal, the 3252 with a complete 20-session forward window lagged the stock’s own trailing drift by 0.72 percentage points on average (46% of those 3252 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +0.01% | 47% | 3256 |
| 5 sessions | -0.23% | 48% | 3256 |
| 20 sessions | -0.72% | 46% | 3252 |
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