Market Regime
SPOT's current market snapshot shows last close 417.83, 1 month return -14.14%, 90 day volatility 54.91%, and drawdown from ATH -46.15%.
The regime framing is a negative one-month return regime with a high volatility regime, rendered from the same fact-card values shown above.
Historical Pattern
Historical strategy analysis provides context for equity assets navigating high volatility boundaries. In 332 historical examples of a high volatility to high volatility transition, mean reversion strategies facing excessive drawdown exhibited a rescue share of 1.0 and a mean counterfactual distance of 1.15. When examining the transition from high volatility to crisis conditions, 332 historical cases required an average parameter adjustment, or mean counterfactual distance, of 1.0377 to prevent excessive drawdown. Furthermore, transitions from low-volatility sideways movement to high-volatility conditions across 664 historical instances showed a mean counterfactual distance of 3.6464 to avoid the excessive drawdown failure mode.
Workflow Pointer
Users can navigate from the ticker page to the strategy pages and correlation pages to review how specific parameter configurations behave during regime transitions. The methodology section provides further context on how mean counterfactual distance measures the sensitivity of a strategy to parameter changes within these high volatility environments.