Market Regime
Moving Average Crossover on NOW is rendered against the current asset snapshot: 1 month return 1.53% and 90 day volatility 60.39%.
The strategy context is a mixed one-month return regime with a high volatility regime, aligned to the same fact-card values shown above.
Historical Pattern
The Moving Average Crossover strategy can be evaluated against specific historical patterns and market regime changes. When analyzing strategy behavior, systems may measure a mean counterfactual distance to understand how close parameters were to a failure boundary, where a higher value suggests more buffer. For example, in certain historical transition scenarios, a rescue share metric of 1.0 can indicate that the parameters avoided excessive drawdown in all observed instances, such as across 476 historical cases. However, past performance during regime transitions does not indicate future results.
Workflow Pointer
Use this view to understand the strategy's historical robustness during a specific market regime change. This information does not predict future performance but offers a detailed look at past behavior under pressure. To explore other scenarios, you can adjust the regime transition settings and rerun the analysis.