GARCH volatility expansion gate TGVE

T_GARCH_VOL_EXPANSION | volatility forecast | context | ticker | proposed

Definition

GARCH(1,1) forecasted true range / price >= threshold. Binary regime gate: forecasted vol above threshold means conditions are active for breakout follow-through; below threshold means stay out. A breakout strategy needs volatility expansion — without it, the setup can look perfect and still go nowhere. This gate filters out breakouts that occur when GARCH forecasts low next-period volatility.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: garch_vol_forecast[t] >= threshold

Strategies Using Atom