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Crypto perps / signal / Regime

Validated

Realized vol regime

Classifies when the cross-sectional environment is supportive for fast mean reversion versus carry or momentum.

Paper status

N/A

Out-of-sample Sharpe

Gate input

Max drawdown

N/A

API route preview

/v1/features/crypto/realized-vol-regime

Function docsExample notebooks

How it is built

  • Labels low-vol mean-reverting, carry-friendly, and stressed liquidation regimes.
  • Built to be used as a portfolio gate or sizing overlay rather than a standalone alpha stream.
  • Outputs a simple regime state plus confidence score so downstream code stays interpretable.

Where it can fail

  • Regime transitions are noisy near the boundary between calm and stressed conditions.
  • Should not be overfit to one downstream feature; it is meant to be a broad context signal.

How to call it in code

universe = al.universes.crypto_perps_top_20()
regime = al.features.realized_vol_regime(universe)
Read the library docs

Planned API route

GET /v1/features/crypto/realized-vol-regime
  ?as_of=2026-04-30
  &universe=crypto-perps-top20
  &format=panel

Related signals

Premium reversionCorr -0.19
Funding basis carryCorr -0.07

Example notebooks

Carry with regime gate

Uses a regime signal as a live risk gate around a slower carry strategy.

Python notebook / Risk overlay

Vol-targeted momentum overlay

Shows how a customer-owned momentum signal can use Alphora construction, risk controls, and paper tracking.

Python notebook / Overlay example

Universe-change safe pipeline

Shows how Alphora's universe tools preserve point-in-time correctness before anything reaches a verified backtest.

Python notebook / Universe workflow

Browse all examples

Next places to look

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