Extracted algorithm research record
RGVH — Regime-Gated Vol Harvester
Always-short SPY ATM straddle, gated by IV regime + cross-asset stress + yield-curve inversion
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- SPY
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| IV regime | {} | null |
| Cross-asset stress | {} | null |
| Yield-curve inversion | {} | null |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Always-short SPY ATM straddle
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for RGVH — Regime-Gated Vol Harvester?
Long: Not specified. Short: Always-short SPY ATM straddle These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPY. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.