The Vol Scalar

About this strategy

Vol-targets QQQ against a target that itself shrinks from 10% to 6% once SPY's 200-day trend turns down, with a VIX/realized-vol crisis override to the lower target.

1. Agent triggers

   A run starts weekly on Mondays at 13:45, checking the SPY's 200-day moving average. It acts based on this trend signal.

2. Computes its signals

   It evaluates whether SPY is above or below its moving average to determine the target volatility for QQQ. If a crisis condition arises, it uses a defined override.

3. Sets the target portfolio

   The target portfolio sizes QQQ to a volatility budget of 10% or 6% based on SPY's trend, with cash holding the remainder. Position sizes vary from week to week, aligning with market conditions.

4. Executes orders

   Your account trades toward the target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.

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