Price & Market BehaviorCore researchResearchNew
Volatility-timed moving average
Updated dailyData needs: lowlong
In plain terms
Hold the stock when its shorter moving average is above its longer average and volatility matches the selected low or high regime. Otherwise hold cash. Decisions use completed sessions and trade at the following open.
How it works
Internal long/cash hypothesis: combine a moving-average crossover with a low- or high-volatility regime. This is not a paper replication or a claim of demonstrated excess return.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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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.
Related families
Explore Volatility-timed moving average on alphactor.ai
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