Combined StrategiesExtended setlive in productionNew

Regime Filter: Volatility Spike

Updated dailyData needs: lowlong only

In plain terms

When VIX spikes more than 1σ above its 60d mean, this gate forces position to 0 — derived from a cluster of champions whose failures all land on those days.

How it works

Cluster of promoted production champions that consistently underperform when the 60d-z-score of VIX exceeds +1.0 (panic-spike regime). Their shared failure IS the alpha: gating long exposure to 0 on those days flips the failure into avoided drawdown.

Live results

61 times picked on its own · 116 times inside a blend (98 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 116 such blended picks (98 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.
Market regime daily
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: TBD post-promote
Tested over: 1y holdback

Captures the avoided drawdown on the bottom-decile failure days for cluster #1 champions.

Related families

Macro RegimeEconomy & Policy

Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.

Regime OverlayEconomy & Policy

Only go long if the broad market (SPY) is above its 200-day average AND VIX is calm. Otherwise stand aside — don't fight a falling tape.

Explore Regime Filter: Volatility Spike on alphactor.ai

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

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