Signal52

Volatility States

Context

Alongside the market regime, Signal52 tracks the daily volatility state — whether market volatility is compressing, stable, or expanding. This second dimension refines how you should interpret signals and size positions on any given day.

Today's Context

Check the current volatility state alongside the regime in AI Insights, published each evening.

View Today's Volatility State →

Compressing

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Volatility coiling — pre-breakout conditions

VIX declining or flat at relatively low levels. Market is coiling energy. Classic setup for breakout environments — momentum and breakout signals are most actionable in this state.

Practical Impact
Breakout and momentum signals more reliable
Range-bound setups may be close to resolution
Strong pre-cursor to explosive moves in either direction

Normal conditions — standard signal interpretation

Volatility within expected ranges with no clear directional trend. Standard signal interpretation applies. This is the baseline state where historical signal edge is most consistent.

Practical Impact
Standard signal weights apply
Normal risk/reward dynamics
Use as the calibration baseline

Expanding

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Rising volatility — wider swings ahead

VIX rising, intraday ranges expanding, and market showing heightened uncertainty. Risk signals deserve elevated attention. Entries require tighter confirmation and wider stop considerations.

Practical Impact
Risk signals warrant more caution than usual
Wider intraday ranges — size positions accordingly
Distribution and Extension signals are highest-risk here

Regime + Volatility Together

How to read the two context layers as a combined signal

Best Conditions
Risk-On + Compressing

Maximum setup quality. High-conviction DNA + Action combinations in this combination historically yield the strongest outcomes.

Wait & Watch
Neutral + Stable

No edge in either direction. Stock-specific setups matter most. Look for the highest signal confluence before acting.

Maximum Caution
Risk-Off + Expanding

Worst combination for long setups. Even top-tier scores carry elevated risk. Defense and cash preservation are the priority.

How Volatility Is Measured

Volatility state is derived from the CBOE Volatility Index (VIX), sourced daily from FRED. The classification uses the current level, direction, and rate of change relative to recent ranges — not a fixed threshold. This ensures the state reflects current conditions dynamically rather than applying static cutoffs.