BLUE MERIDIAN

CVOL Volatility Intelligence CME NGVL · OPTIONS-DERIVED

Natural Gas Volatility Analytics: Tracks CME CVOL (30-day forward implied vol), skew ratio, and convexity to identify directional inflection points. Our proprietary composite signals (SAD, CVC, RDS) synthesize these cross-column divergences into high-conviction regime alerts.

CVOL Time Series

ALL DATA

LOW (≤25th)

NORMAL

ELEVATED (≥75th)

EXTREME (≥90th)

Variance Decomposition

ALL DATA

Vol Regime Monitor — 5D · 21D · 63D · 252D historical volatility

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Regime Dashboard DECISION FRAMEWORK

Proprietary Composite Signals CLICK TO EXPAND

⤢ EXPAND

SAD —

⤢ EXPAND

CI —

⤢ EXPAND

CVC ↓ —

⤢ EXPAND

CVC ↑ —

⤢ EXPAND

RDS —

Regime Heatmap

Correlation Matrix

CROSS-SIGNAL FRAMEWORK How CVOL conviction combines with T2P & Volume signals

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CVOL CONVICTION	T2P > 75th pct Late-cycle / frothy	T2P 25–75th Mid-cycle	T2P < 25th pct Early-cycle / recovery
HIGH	⚡ MAXIMUM CONVICTION Vol + cycle both signal reversal	LEAN + MONITOR Vol bias, cycle indeterminate	CONFLICTED Vol extreme but early-cycle recovery
MODERATE	WATCH Wait for volume catalyst	WAIT Neither tab at an extreme	FOLLOW T2P T2P recovery bias

Signal Backtest Scorecard

THRESHOLD SENSITIVITY Are triggers too loose? Does tightening improve quality?

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Signal Event Timeline --

DATE	SIGNAL	SENTIMENT	VALUE	NG PRICE	NG Δ 5D	NG Δ 21D	CONF	SEASON
Computing signals...