Price & Market BehaviorExtended setExperimentalNew

term-slope trend confirmation

Updated dailyData needs: mediumlong onlyshort onlylong short

In plain terms

Follow a stock's trend only when the shape of its implied-volatility curve agrees the move should keep going.

How it works

Uses the ATM implied-vol term-structure slope as a regime confirmation for trend continuation. A contango (upward) slope alongside positive price momentum is treated as supporting an uptrend; a backwardated (inverted) slope alongside negative momentum supports a downtrend.

Live results

0 times picked on its own · 237 times inside a blend (233 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 237 such blended picks (233 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)

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Data dependencies

Options surface daily
End-of-day OPRA option chains used by IV-skew family.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Trends that coincide with a supportive IV term structure should be more durable than trends opposed by the term-structure regime.

Related families

vrp blended with term structurePrice & Market Behavior

Combine how overpriced a stock's options are with the shape of its volatility curve, buying when insurance is rich and the curve is healthy after a dip.

composite options pressurePrice & Market Behavior

Roll IV flow, term structure, and skew into a single bullish/bearish pressure gauge and trade it only when the stock's price is moving the same way.

Explore term-slope trend confirmation on alphactor.ai

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