Economy & PolicyCore researchlive in production

Regime Overlay

Updated dailyData needs: medium

In plain terms

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.

How it works

Gate 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.

Live results

18 times picked on its own · 74 times inside a blend (60 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 74 such blended picks (60 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

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Spy prices
A data feed this strategy reads, refreshed on its normal schedule.
Vix prices
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

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