Momentum#4tier 1live in production
vol timed ma
cadence: Dailydata: low
Mechanism
Per the literature, technical rules behave differently across vol regimes; gating a moving-average crossover on the realized-vol bucket makes the rule fire only when conditions historically favor
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
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 vol timed ma on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.