[태그:] Momentum Signals
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Combining Market Volatility and Momentum Signals: A Regime Framework Using VIX and Other Metrics
John Hyunjun ChoiJune 2025 | Working Paper Revisiting the VIX > 30 Strategy: Historical Limitations and Behavioral Context Market timing and position sizing is one of the biggest challenges investors face during periods of market stress. Investors tend to initiate positions too early or allocate capital too aggressively, both of which can exacerbate drawdowns. To…