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Volatility indicator

Historical Volatility Regime: what it's actually best at

Annualized return volatility regime — long in low-volatility uptrends.

7

assets where it was the #1 edge

0.2

average Sharpe across all tests

Volatility

indicator family

Best fits

Assets where Historical Volatility Regime won

Worldcoin (WLD) +-56.8%Utilities (XLU) +-1.8%AppLovin (APP) +26.6%Builders FirstSource (BLDR) +14.7%Camden Property Trust (CPT) +-2.6%Duke Energy (DUK) +-4.9%Fidelity National Information Services (FIS) +0.7%

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