Price & Market BehaviorCore researchlive in production
Volatility-Timed Trend
Updated dailyData needs: low
In plain terms
A moving-average crossover rule, but turned on only when the stock's recent volatility is in a regime where MA rules have historically worked.
How it works
Per the literature, technical rules behave differently across volatility regimes; gating a moving-average crossover on the realized-vol bucket makes the rule fire only when conditions historically favor it. Sweep MA pairs (20/50, 10/30, 50/200) × regime (low_vol vs high_vol, defined by 60d realized vol vs expanding median).
Live results
46 times picked on its own · 170 times inside a blend (113 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 170 such blended picks (113 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.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Explore Volatility-Timed Trend on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.