Quantitative Market Intelligence
Tail Risk, Trend Regimes, and Seasonality Modeling
Ver 3.0 (Hedge Fund Ed.)
Trend Regime & Momentum
SMA 50
SMA 200
Alpha & Risk Profile
Awaiting data stream…
Underwater Equity Curve (Pain Index)
Visualizes the depth and duration of drawdowns. Flat lines at 0% indicate new All-Time Highs.
Return Distribution (Tail Risk)
Histogram of Daily Returns. Look for “Fat Tails” (outliers) on the left side indicating crash risk.
Monthly Seasonality Matrix
Weekly Tactical Edge
Awaiting analysis…