term-slope trend confirmation
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.
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
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.
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.
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