Regime Sensitivity
Strategy· DE: Regime-Sensitivität
In which macro regime a strategy’s edge lives: its historical trades are bucketed by the macro-regime quadrant (sweet spot / late-cycle warning / crisis / recovery) at each entry date, revealing where it thrives, where it fails, and a verdict relative to the current regime. Distinct from strategy_dna (market/timeframe).
Calculation
backtest_trades bucketed by matrix_quadrant at entry_date (macro_regime_scores timeline); per bucket: reward_risk_ratio = mean(pnl_pct)/stddev(pnl_pct) per trade (NOT annualized), win_rate, avg_pnl_pct, share_of_time. best/worst = highest/lowest reward_risk among buckets with ≥10 trades.
Unit & source
enum + pp · tradingstrategies.work Strategy Regime-Sensitivity (A3 regime buckets) methodology
Values: trade_now, trade_cautiously, wait, avoid, insufficient_data
Related terms
Knowledge objects measuring this
- Strategy Regime Sensitivity· capflow_proxy→
- Strategy Regime Sensitivity· ema_cross→
- Strategy Regime Sensitivity· ema_trend_bias→
- Strategy Regime Sensitivity· fg_cadence→
- Strategy Regime Sensitivity· fibonacci→
- Strategy Regime Sensitivity· hodl_wave_proxy→
- Strategy Regime Sensitivity· ichimoku→
- Strategy Regime Sensitivity· keltner_breakout→
- Strategy Regime Sensitivity· macd_cross→
- Strategy Regime Sensitivity· obv_macd_v2→
- Strategy Regime Sensitivity· rsi_ob_os→
- Strategy Regime Sensitivity· rsi_sma→
- Strategy Regime Sensitivity· sha_smooth→
- Strategy Regime Sensitivity· stoch_rsi_sma→
- Strategy Regime Sensitivity· supertrend→
- Strategy Regime Sensitivity· trend_follow→
- Strategy Regime Sensitivity· williams_alligator→
- Strategy Regime Sensitivity· wma_trend→
- Strategy Regime Sensitivity· wuguan_master_crypto→
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.