vix_term_structure
Carr-Wu (2006) J. of Derivatives — VIX term structure regime, backwardation marks crisis bottom approach
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Carr-Wu (2006) J. of Derivatives — VIX term structure regime, backwardation marks crisis bottom approach
Supported Markets
Universal
State Transition History
No state changes recorded yet