Features

Volatility Regime Model Features

Instead of relying on basic VIX oscillators, the Volatility Regime Model uses advanced persistence tracking and cross-asset confirmation.

Below are the unique mechanisms driving this framework:

• Regime Classification: Categorizes volatility into 4 distinct states: Low Vol (Stable), Mid Vol (Fragile), High Vol (Stress), and Crisis Cluster.
• Persistence Tracking: Measures how many consecutive days the market has spent in an elevated volatility state, adjusting the trading bias based on time-decay (Fade Noise -> Edge Decaying -> Defensive).
• Cross-Asset Validation: Automatically cross-references the MOVE Index (bond volatility) and High-Yield Credit Spreads (HY vs IG). If these external markets are widening alongside the VIX, the systemic stress is confirmed.
• Dynamic Trading Bias: Synthesizes the regime, persistence, and validation layers to output a clear, actionable trading bias on the dashboard.
• Visual Ribbon & Dashboard: Plots the VIX line with dynamic color-coding, a background regime ribbon, and a real-time dashboard summarizing the exact market state.