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Regime indicator

Volatility Regime (VIX-style): what it's actually best at

Risk-on filter - long only in a calm volatility regime (20-bar realized vol below its 100-bar median) and an uptrend.

2

assets where it was the #1 edge

0.18

average Sharpe across all tests

Regime

indicator family

Best fits

Assets where Volatility Regime (VIX-style) won

MongoDB +1.0%West Pharmaceutical Services (WST) +-5.6%

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