Quantitative Research Note2026Canonical long-form →

Macro / Volatility-Regime Overlay

Vol-managed exposure: Sharpe 0.64 → 0.67, max DD −58% → −42%.

Quantitative ResearchPublished Sun May 10 2026 00:00:00 GMT+0000 (Coordinated Universal Time)

EVAL-FIRST31 GATESNDA-CLEANPUBLIC DATAALPHASIGNAL > NOISEREPRODUCIBLENOTEBOOK-COMMITTEDCITABLEBIBTEX + DOI

Cite this research note

A copy-pasteable BibTeX entry. The canonical long-form with figures, code, and full methodology lives at the URL in the entry. please link there, not here, when citing in a paper or a thread.

@techreport{macion2026quant07macroregimeoverlay,
  author       = {Macion, Christian T.},
  title        = {Macro / Volatility-Regime Overlay},
  institution  = {Independent research},
  year         = {2026},
  date         = {2026-05-10},
  note         = {Public-data reproducible. Canonical long-form: https://christianmacion-portfolio.pages.dev/projects/quant/07-macro-regime-overlay/},
  url          = {https://christianmacion-portfolio.pages.dev/projects/quant/07-macro-regime-overlay/}
}

Canonical surface

The full research note. methodology, code, gates run, and reproduced metrics. lives on the projects index.

  • Canonical URL/projects/quant/07-macro-regime-overlay ↗
  • Headline metric(s)
    • 0.64Sharpe (base)
    • 0.67Sharpe (regime overlay)
    • −58% → −42%Max DD (base → overlay)
  • Tags
    • regime
    • overlay
    • vol-targeting
    • risk-management
    • public-data

Read the full research note.

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