Volatility regime
Rolling standard deviation of returns, bucketed as compressing, expanding, or stable. The regime modulates confidence weighting — breakout signals score higher in compressing environments.
How Sigmentum uses it
A compressing regime means recent candles are narrower than the historical average — the market is coiling. Breakout signals in a compressing regime follow through more reliably because the move releases stored energy. An expanding regime means the market is already moving — breakout signals in this environment are often chasing, and stops must be wider to survive existing noise, which degrades expected R:R.
Every Sigmentum signal shows the exact values — Volatility regime and the other three inputs — in the AI reasoning breakdown. Free account, no credit card.
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