Volatility Regime Strategy

Know the weather.
Position accordingly.

A systematic strategy that reads market volatility like a weather forecast and rotates between three instruments — delivering 34.6% CAGR since 2007.

Get Daily Signals
☀️ Clear
🌤 Sunny
Partly Cloudy
🌥 Cloudy
🌧 Rainy
Storm
🌊 Hurricane
34.6%
CAGR
May 2007 – Jan 2026
25,799%
Total Return
$1,000 → $258,988
-36.5%
Max Drawdown
vs. SPY -56.5%
1.05
Sharpe Ratio
vs. SPY 0.58

Growth of $1,000

Backtest: May 2007 – January 2026 (log scale)

Annual Returns

Strategy vs. S&P 500 buy-and-hold

Grey numbers below each year = SPY buy & hold return for comparison

How It Works

Simple, systematic, signal-driven

📡

Read the Weather

Our proprietary barometer measures current market conditions using volatility data — producing a single "weather reading" from clear skies to hurricane.

🔄

Rotate Positions

Based on the current weather, the strategy holds one of three instruments. Calm weather favors short volatility. Storms call for protection.

📲

Get Notified

Receive daily weather updates and instant alerts on Telegram when it's time to switch positions. Two checks per day, every trading day.

Three Regimes, Three Positions

The strategy adapts to the current volatility environment

☀️

Calm Weather

Low volatility, markets are stable. Earn from selling volatility and collecting roll yield.

SVXY
🌧

Unsettled Weather

Conditions are uncertain. Step aside into gold as a neutral hedge while the storm brews.

GLD
🌊

Hurricane

Extreme fear and volatility. Profit from the spike by going long volatility.

VXX

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Disclaimer: Past performance is not indicative of future results. Backtest results are hypothetical and do not represent actual trading. All investments involve risk, including the possible loss of principal. The Weather Indicator is not financial advice — it is an informational tool. Always do your own research and consult a qualified financial advisor before making investment decisions.