The market divides into three regimes: trending, ranging, and high volatility. A single strategy can only be profitable in one regime. This article proposes Regime-Based Strategy Routing, combining trend following, BB Squeeze, MACD Divergence, and mean reversion strategies, automatically switching based on market regime and adjusting position size based on multi-strategy confirmation as a confidence分级.
The Problem: Why Did Your Strategy Suddenly Start Losing? A strategy that looked great in backtesting starts losing consistently after going live. It’s not a bug — the market changed. Our small-cap volume surge strategy (based on CEX volume spikes + technical confirmation) was designed as long-only. Simple logic: detect abnormal volume → confirm technically → go long. Backtests looked promising. But after deploying to Testnet, certain tokens kept losing: ...
A profitable strategy suddenly stops working? It might not be the strategy — the market regime changed. Here’s how we detect market states using ADX, BB Width, and ATR, and automatically switch strategies.