Daily Move Percentile + StdDev

Daily Move Percentile + Standard Deviation
Quantifies how unusual today's price move is relative to historical norms, combining percentile ranking with standard deviation analysis. Designed for volatile assets like biotech where contextualizing moves against typical volatility is essential.
How it works:

Calculates daily percentage change
Ranks today's move against the historical distribution (percentile)
Measures how many standard deviations from the mean (z-score)
Displays average volatility so you can contextualize whether a move is normal for this specific stock

Color coding:

Teal: 95th+ percentile up move — rare upside
Red: 95th+ percentile down move — rare downside
Lime: 80th-95th percentile up move — notable upside
Orange: 80th-95th percentile down move — notable downside
Gray: Normal volatility — nothing unusual

Information table (top right):

Today's move (%)
Percentile rank (how unusual)
Standard deviations (z-score)
Average volatility (typical daily move for this stock)
1 Std Dev (baseline volatility measure)

Use cases:

Identify statistically significant moves worth investigating
Contextualize moves against stock-specific volatility (a -5% day means different things for different stocks)
Spot potential mean-reversion setups after extreme moves
Monitor portfolio names for unusual activity

Recommended settings:

30-60 day lookback for volatile biotech
252 day lookback for stable, large-cap names