All Posts (Page 16)

Market regime strength describes how clearly and decisively a market is expressing a particular character — a strongly trending market is a very different environment from a weakly trending one, even though both are classified as trend-dominant. In darwintIQ, regime strength is reflected in the TrendMatrix and has a direct effect on which trading models are likely to perform well at any given moment.

DAX currently reads fragile bearish, with regime and model leadership broadly aligned. Main risk: Market structure looks unstable.

The SupRes position manager is a structure-aware approach to trade management that sets stop losses and take profit targets relative to identified support and resistance levels rather than fixed pip values or ATR multiples. In darwintIQ, it is one of four position manager types available to trading models, and it tends to perform best when price structure is well-defined.

The KS statistic, derived from the Kolmogorov-Smirnov test, measures the degree to which a trading model's observed return distribution matches a reference distribution. In darwintIQ, it is one of several distribution-comparison metrics used to detect whether a model's live behaviour has shifted away from what was seen during evaluation.

Exposure measures the proportion of time a trading model holds open positions, reflecting its selectivity and the risk profile that comes with constant versus selective market presence. High exposure absorbs more overnight risk and market noise; low exposure trades less but may generate cleaner signals. In darwintIQ, exposure sits in the performance dashboard where it helps characterise a model's trading personality alongside return consistency and drawdown.