Volatility Regime Shift Detected Via Vix-spy Relative Strength Inversion

Quant thesis: When SPY makes new 20-day highs but VIX remains stubbornly above 16, market complacency is breaking and reversal pressure is building.

Plain English: Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

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Type
alternative
Family
Macro Input Pressure
Status
Sandbox
Frequency
daily

Quant thesis

When SPY makes new 20-day highs but VIX remains stubbornly above 16, market complacency is breaking and reversal pressure is building.

Plain English description

Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

What you are looking at

Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

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