VIX Curve Regime (Simple)

Category: volatility, market_structure

Calculates the ratio between the 30-day VIX and the 3-month VIX (VIX3M) to determine the term structure of volatility, identifying periods of market stress (Backwardation) vs. stability (Contango).

Formula

\text{Ratio} = \frac{VIX}{VIX3M}

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.