REPORT / MARKET REGIMES
Current daily and weekly NQ volatility regimes.
0.7xCompressed 1D regime, 42 days in state
The ratio of the rolling 20-period SDEV to the long-run baseline SDEV defines the regime. A ratio above 1 is Elevated. A ratio below or equal to 1 is Compressed. Days in state converts the current run to calendar days.
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