Market HMM bear drift M5HX
M_HMM5_BEAR_DRIFT | market regime | blocker | market | computed
Logic
Market HMM bear drift == negative low-volatility driftEdge-
Samples0
Definition
Point-in-time 5-state HMM assigns SPY to a negative low-volatility drift state.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Market HMM bear driftPoint-in-time 5-state HMM assigns SPY to a negative low-volatility drift state. | Market HMM bear drift | == | negative low-volatility drift | m_hmm5_bear_drift_state[t] == negative low-volatility drift |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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