Direction. Volatility. Tails.
- Market sentiment is determined using QQQ simple moving average behavior.
- Risk is assessed through implied volatility, realized volatility, and kurtosis.
- Exposure is taken only when the direction and risk filters agree.
Trading Systems · Regime Strategy
QQQ regime gate: trend for direction, tail-risk checks for exposure.
An SMA filter for direction. Implied volatility, realized volatility, and kurtosis for the risk state. Exposure only when both agree.