Elastic Sigma (σ)

Volatility Regime Mean-Reversion Model

Research Phase - In Development

Research & Development

Elastic Sigma is currently in the research and development phase.
This systematic volatility model is undergoing rigorous testing and validation. The strategy exploits mean-reversion dynamics in volatility markets through daily signal-based rotation between volatility ETF positions. Partners interested in early access to model documentation should contact us directly.

Strategy Philosophy

Elastic Sigma is a systematic volatility regime strategy designed to exploit the natural mean-reverting behavior of volatility markets.

The model dynamically rotates between four distinct positions—shorting volatility (31%), long volatility (20%), tail risk hedge via protective puts (5%), and short duration bonds or cash (44%)—based on daily proprietary signals and term structure analysis. The strategy includes a strategic tail risk hedge component using overnight protective puts on the S&P 500 through the CAOS ETF from Alpha Architect, providing downside protection during extreme market events.

Model Characteristics

8.5

Avg Trades/Month

31%

of time Short Vol

20%

of time Long Vol

5%

of time Tail Hedge

44%

of time Bonds/Cash

2x

Up to Twice Daily

How It Works

The Elastic Sigma model employs a systematic approach to volatility regime identification, using term structure analysis as the primary filter for position direction.

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Mean-Reversion Framework

Volatility exhibits a well-documented tendency to revert to its long-term average after periods of extreme elevation or suppression. The Elastic Sigma model systematically identifies these deviation states and positions accordingly.

Unlike momentum-based strategies that follow trends, Elastic Sigma anticipates reversals by analyzing the term structure of volatility futures to determine optimal positioning.

1

Term Structure Analysis

The model continuously monitors the volatility term structure, distinguishing between contango (normal) and backwardation (inverted) states to inform directional bias.

2

Four-Regime Allocation

The model allocates to one of four positions: shorting volatility (31%), long volatility (20%), tail risk hedge (5%), or short duration bonds/cash (44%) based on regime classification.

3

Tail Risk Hedge

Maintains a strategic allocation to protective puts on the S&P 500 using the CAOS ETF from Alpha Architect. This overnight-only hedge provides downside protection during extreme market events.

4

Defensive Bonds/Cash

Approximately 44% of the time, the model allocates to short duration bonds or cash, preserving capital during unfavorable volatility conditions.

5

ETF Execution

All positions are implemented through liquid ETFs, including the CAOS ETF for tail risk hedging, ensuring transparent pricing and straightforward execution.

Key Characteristics

Elastic Sigma is designed with institutional-grade risk management and transparent execution at its core.

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Four-Regime System

The strategy rotates between shorting volatility, long volatility, tail risk hedge, and short duration bonds/cash. Includes protective puts via CAOS ETF.

Daily Rebalancing

Signals are generated at market close with rebalancing executed at the following day's open, averaging 8.5 trades per month.

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Tail Risk Protection

Strategic 5% allocation to overnight protective puts on S&P 500 using CAOS ETF from Alpha Architect for downside protection during extreme events.

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Mean-Reversion Focus

Unlike trend-following approaches, the strategy exploits volatility's natural tendency to return to equilibrium after extreme movements.

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ETF-Based Execution

All positions are implemented through liquid, exchange-traded volatility products with transparent pricing and minimal slippage.

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Systematic Discipline

100% rules-based execution eliminates emotional decision-making and ensures consistent application of the strategy methodology.

Risk Considerations

Important Risk Factors

Volatility Product Risks

Volatility ETFs are complex instruments that may not track their intended benchmarks precisely. These products can experience significant decay over time due to roll costs and contango effects.

Regime Transition Risk

Sudden regime changes in volatility markets can occur rapidly, potentially resulting in losses before the model can adjust positioning.

Model Limitations

No quantitative model can predict market behavior with certainty. Historical patterns may not repeat, and the strategy may underperform during certain market conditions.

Leverage Considerations

Some volatility ETFs employ leverage, which can amplify both gains and losses. Partners should understand the mechanics of leveraged products.

Volatility trading is not suitable for all investors. Partners should conduct thorough due diligence and consider their risk tolerance before implementation.

Development Status

Model Design

Core signal generation logic and regime detection framework completed

Historical Analysis

Extensive historical simulation and stress testing completed

Live Validation

Real-time signal validation and paper trading in progress

Partner Integration

API documentation and partner onboarding pending completion

Product Launch

ETI certificate issuance with exchange listing planned

Public Availability

General availability through licensed partner network

Interested in Elastic Sigma?

Partners interested in early access to the Elastic Sigma model documentation and development updates are invited to register their interest.

Register Interest

Early partners will receive priority access to model documentation, signal validation data, and integration support upon launch.