VIX Regime Analysis

The VIX measures 30-day expected S&P 500 volatility. Different VIX regimes favor different strategies: trend-following in low VIX, mean-reversion in elevated VIX, defense and small size in high VIX.

Classifying the regime

Low: VIX < 18. Elevated: 18-28. High: > 28. The engine adapts target ladders, stop placement, and council weighting to the current regime.