Market HMM low-vol drift M3H2
M_HMM3_LOW_VOL_DRIFT | market regime | context | market | computed
Logic
Market HMM low-vol drift == low-volatility drift/rangeEdge-
Samples0
Definition
Point-in-time 3-state HMM assigns SPY to a low-volatility drift/range state.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Market HMM low-vol driftPoint-in-time 3-state HMM assigns SPY to a low-volatility drift/range state. | Market HMM low-vol drift | == | low-volatility drift/range | m_hmm3_low_vol_drift_state[t] == low-volatility drift/range |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
|---|