Regime-Based Trading

Trade differently based on whether price is in a positive or negative gamma regime.

The gamma regime determines which strategies are optimal:

  • Positive Gamma Regime (price above Flip Point):
    Low volatility, mean-reverting. Sell premium, fade extremes, use tight ranges.
  • Negative Gamma Regime (price below Flip Point):
    High volatility, trending. Buy momentum, use wider stops, avoid selling premium.
  • Regime Transition (price near Flip Point):
    Reduce position sizes. Wait for confirmation of the new regime before committing.

See also: Flip Point (F), Stability Point (S), Volatility Point (V)

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