Combined StrategiesExtended setexperimental liveNew

Combo Liquidity X Meta Hrp

Updated dailyData needs: mediumlong short

2026

interaction-miner discovery (2026-05-20): liquidity_provision_premium x meta_hrp, lift_ratio=1.202

In plain terms

Mean-reversion plus regime consensus from a multi-signal composite - fires hardest in high-VIX environments where the edge is structurally compensated.

How it works

VIX-conditional short-term reversal (Nagel 2012) only fires hard when VIX is above its median. Meta-risk-balanced weighting (the several canonical sub-signal composite) gives a multi-horizon view of where the stock sits in its own regime. When BOTH agree that the stock is mean-revertable AND in a vol regime where market-makers want compensation, the trade has structural support.

Live results

89 times picked on its own · 97 times inside a blend (85 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 97 such blended picks (85 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Vix prices
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: lift=1.202x over either signal alone
Tested over: 10-day forward

Combined IC=0.222 vs 0.18/0.19 for either alone - lift 1.20x.

Related families

Liquidity Provision PremiumPrice & Market Behavior

Stocks falling sharply bounce — bounce is bigger when VIX is high.

Risk-Balanced BlendCombined Strategies

Instead of equal-weighting our internal sub-signals, cluster them by how correlated their returns are and give each cluster a proportionate slice of the risk budget. Stable, classic Lopez de Prado allocator that systematically beats naive 1/N out-of-sample.

Explore Combo Liquidity X Meta Hrp on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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