Market Regime
Volatility Contraction on ISRG is rendered against the current asset snapshot: 1 month return 3.09% and 90 day volatility 27.23%.
The strategy context is a mixed one-month return regime with a moderate volatility regime, aligned to the same fact-card values shown above.
Historical Pattern
When transitioning from a high to a low volatility regime, the dominant failure mode for this strategy profile is a low count of executed signals. Historical analysis of 4711 members in this strategy population shows a rescue share of 1.0, indicating that all members experienced this specific failure mode under these conditions. The mean counterfactual distance of 0.8322 measures the average magnitude of parameter adjustment needed to find a non-failing alternative during backtesting.
Workflow Pointer
Use this view to understand how a specific market regime transition affects this strategy's behavior. This information helps contextualize the sensitivity of the Volatility Contraction strategy to shifts in market volatility, isolating specific historical pressure points during regime changes.