Research campaign · Iteration 1 · unassessed
VIX Backwardation — exploratory campaign
Is VIX > VIX3M useful as risk-off, exit, or overlay after synthetic history is labeled?
- Expressions
- 1
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
Prior sleeve was investigate-only; keep playable in Research Library.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
VIX3M pre-history may be synthetic; label as such.
Not recorded in this iteration.
Compare expressions
Download evidenceExploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.
| Expression / family | CAGR | Sharpe | Max drawdown | Test period | Assessment |
|---|---|---|---|---|---|
| vix-backwardation.spot-minus-3m.threshold0.hold20vix-backwardation | — | — | — | Not recorded |
exploratory |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
vix-backwardation.spot-minus-3m.threshold0.hold20
- variant id
vix-backwardation.spot-minus-3m.threshold0.hold20
- family id
vix-backwardation
- parameters
- threshold
0
- holding period
20
- created by
source_baseline
- reason tested
spot vs 3M sign
- status
exploratory
- tags
useful_as_filter
regime_dependent
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- kind
term_structure
- prior experiments
qm-4bx.15
What the source claims
Backwardation when spot VIX exceeds VIX3M.
SMA/quantile variants from prior sleeve work.
Rules actually disclosed
Backwardation when spot VIX exceeds VIX3M.
What had to be inferred
SMA/quantile variants from prior sleeve work.
Research questions
Is VIX > VIX3M useful as risk-off, exit, or overlay after synthetic history is labeled?
Data
- inputs
VIX
VIX3M
SPY
Baseline implementation
- variant id
vix-backwardation.spot-minus-3m.threshold0.hold20
- family id
vix-backwardation
- parameters
- threshold
0
- holding period
20
- created by
source_baseline
- reason tested
spot vs 3M sign
- status
exploratory
- metrics
- label
exploratory
- tags
useful_as_filter
regime_dependent
What to try interactively
- name
threshold
- type
float
- default
0
Suggested next research
Curve ensemble vs simple spread.
Trial ledger
- iteration number
1
- objective
initial source exploration
Next questions
Curve ensemble vs simple spread.
Review status
awaiting research feedback. Research publication does not imply official admission.
Return to pending research