BTC Realised Volatility — 30D · 60D · 180D

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For each window N (30 / 60 / 180 days), compute r_t = ln(close_t / close_{t-1}), take the rolling stdev of r over N bars, then annualise by × √365 and report as percent. Crypto trades 365 d/yr — no business-day adjustment. Reading: 30D is the tactical regime, 180D the cycle baseline. Compression (all three near each other and low) often precedes expansion.