meta regime gate 5
What it checks
When SPY closes below its 200-day MA, this gate forces position to 0 — derived from cluster #5 of the champion-failure mining run; lowest-confidence of the five promoted gates.
Mechanism
Cluster of promoted alpha-v2 champions that fail when SPY trades below its 200d moving average. Lowest discovered AUROC of the five promoted gates (0.65) — least-confident trigger; weight accordingly in any downstream meta-blender.
Signal rule
position = 0 when spy_above_200d_lag1 < 0.5; else SMA50 > SMA200
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
spy_pricesWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- TBD post-promote
- Paper window
- 1y holdback
Captures avoided losses on bear-regime days (SPY < 200d MA) for cluster #5 champions.
Related families
regime overlayMacroGate exposure to a stock by SPY trend + VIX level. Stay long only when SPY is above its 200-day moving average AND VIX is below its rolling median (60-day expanding). The AND variant requires both filters to fire; an OR_spy_only variant relaxes the VIX gate so you keep exposure during low-vol pullbacks even when the breadth filter is mixed.
meta regime gate 4Meta-regimeCluster of promoted alpha-v2 champions that fail on days the MS-MLE benchmark regime is bear/storm/risk_off/volatile. Highest discovered AUROC of the five promoted gates (0.71) — most-confident trigger.
Explore meta regime gate 5 on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.