FAQs

Volatility Regime Model FAQs

Can I change the VIX thresholds for the different regimes?

Yes, you can fully customize the threshold levels for Low, Mid, High, and Crisis Cluster zones in the settings menu to fit different assets or historical periods.

What is VIX Smoothing and should I use it?

VIX Smoothing applies a Hull Moving Average (HMA) to the raw VIX data. This filters out intraday noise and prevents rapid switching of states during volatile, choppy sessions.

Which tickers are used for Cross-Asset Validation?

By default, it uses the MOVE Index for bond volatility and the High-Yield vs Investment Grade corporate bond spread for credit validation. You can customize these tickers in the settings.

How do I interpret the "Fade Noise" vs "Defensive" bias?

"Fade Noise" appears early in a volatility spike (Days 1-2), suggesting a high probability of mean reversion. "Defensive" appears when the spike persists (Day 6+), indicating a genuine regime shift where fading the volatility is dangerous.

How do I move the dashboard if it blocks price action?

You can easily adjust the positioning of the real-time summary dashboard to any corner of the chart via the settings panel.