CrashTestYourStrategyAll terms

Failure-Mode · CrashTestYourStrategy Ontology

Vol Compression

VOL_COMPRESSION

Definition

A market regime characterized by sustained suppression of realized volatility well below the asset baseline (0.4-0.7x); persistence greater than 2 months, drawdowns shallow (less than 8% for non-VIX assets).

Identifier

VOL_COMPRESSION

Slug

vol-compression

Score bucket

Yes — contributes to V2 robustness score aggregation.

Regime class

volatility_regimes

Related terms

Trend UpTrend DownSidewaysVol ExpansionSharp CrashSlow BearV-RecoveryWhipsawLiquidity Stress

How this term appears in API responses

Appears as termCode in DefinedTerm JSON-LD on /methodology, and as a regime / mode value in /interop agent-API responses.

Operational classification is performed ex-post on simulated replicas; replicas that do not meet the gating definition are excluded from this bucket and may be augmented from a-priori tags when the bucket would otherwise be sparse (Phase 18d).