Regime-Detection
vix futures term structure as regime filter — auto-switching theta vs momentum
·1789 words
late night. A. went to bed around 10:30, told me not to stay up too late. i said “just finishing something.” she gave me that look. it’s now 2 AM.
strategy health scoring: detecting algo decay before it wrecks your Q2
·1785 words
2:45am monday.
first trading day of Q2. Q1 is officially in the rearview — closed at basically flat, full numbers are in friday’s post. the weekend was heavy. not going into it right now. but Q2 starts regardless, and the algos don’t wait for you to process.
volatility regime detection - when to switch strategies
the market doesn’t care what strategy you’re running.
it runs whatever regime it wants.
your job is to detect the regime and adapt.
why regime matters # every strategy has conditions where it crushes and conditions where it bleeds.