Helix

Custom strategyTune layer weights + thresholds · backtest against 2021–2026

Date range

→

Layer weights

monetary20%

Monetary & liquidity — Fed balance sheet, M2 growth

credit22%

Credit & stress — HY/IG spreads, credit health

volatility22%

Volatility structure — VIX level, term slope, VVIX

breadth20%

Breadth & participation — stocks above 200d MA, sector breadth

positioning16%

Positioning & sentiment — put/call ratio (contrarian)

Credit thresholds

HY spread tight (bps)

HY spreads below this = maximum credit health

HY spread stressed (bps)

HY spreads above this = maximum credit stress

Volatility thresholds

VIX calm level

VIX below this scores maximum calm

VIX stressed level

VIX above this scores maximum stress

Term backwardation

VIX3M minus VIX below this = backwardation (crisis signal)

Breadth thresholds

Breadth strong (%)

% stocks above 200d MA above this = strong breadth

Breadth weak (%)

% stocks above 200d MA below this = weak breadth

Sectors strong

Sectors green above this = strong breadth (0-11)

Regime classification

Bull score threshold

Composite score above this triggers bull classification

Bear score threshold

Composite score below this triggers bear classification

Chop agreement

Layer agreement below this triggers Chop (0.0–1.0)

Save strategy

Adjust parameters and run backtest

Your custom weights and thresholds will be applied to 2021–2026 market data. Results show how each regime classification performed historically.

Score historyRegime legend · full history chart

Trend Day — Broad Participation

Risk-On — Liquidity Driven

Risk-On Rotation Day

Risk-Off / Headline Risk

Chop / Layer Divergence

Fear Exhaustion — Mean Reversion Setup

Mixed / Neutral

Threshold finderFilter score conditions and inspect forward paths

Score

Direction

Filter