Macro#10tier 1live in production
regime overlay
cadence: Dailydata: medium
Mechanism
Gate exposure to a stock by SPY trend + VIX level. Stay long only when SPY is above 200d MA AND VIX is below its rolling
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
spy_pricesWorker data table — see services/worker schema.
vix_pricesWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore regime overlay on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.