Name: Phase-Slope
Brand: AlpineDataWorks.AI
SKU: ADW-103
Availability: InStock

Use cases

What it unlocks

⌁

For an agent

A volatility-regime routing agent checks ADW-103 each day; when vol_slope_10d turns positive and the percentile-rank score rises above 60 (current reading is 65.8, 62nd percentile of a 2,485-day history), it shifts the portfolio's options book from short-gamma to long-gamma posture by auto-rolling near-dated short straddles into calendar spreads, attaching the IOM's trend field and methodology_version to each trade ticket so the risk-ops team can reconstruct the regime context months later. A falling score below 35 reverses the posture and signals that the OLS slope of 20-day realized vol has turned negative, indicating a calm-regime entry.

📈

For the business

A derivatives strategist at a prime brokerage uses ADW-103's realized_vol_20d_ann alongside the 10-day OLS slope to advise institutional clients on entry timing for variance swaps — specifically, entering long variance when Phase-Slope is low (vol slope negative, cheapening realized vol) and exiting when the score approaches the top quartile. Compared to simply watching the VIX term structure, Phase-Slope provides a ticker-grain, percentile-ranked signal that normalizes the slope magnitude against the full history, so the strategist can compare regimes across years rather than eyeballing a raw number.

Forward outlook

Prediction

Horizon: —
Recommended use: Identify cyclical vol turning points. Score > 60 = vol accelerating — consider defensive positioning or long-vol strategies.

Methodology

How it's built

20-day rolling realized vol series → 10-day OLS slope → percentile-rank over 252-day slope history → 0-100 score

Stooq daily OHLCV (SPY, keyless)

Version ADW-103-live-1.0 · validated to beat a naive baseline · benchmark: none

Live response

The object an agent receives

One call returns the answer with its reasoning attached — the live Intelligence Object for ADW-103.

GET /v1/intelligence/adw-103

{
  "product_id": "ADW-103",
  "entity": "S&P 500 (SPY)",
  "score": 65.8,
  "trend": "rising",
  "confidence": 0.78,
  "top_drivers": [
    {
      "factor": "vol_slope_10d",
      "contribution": 0.001618
    },
    {
      "factor": "realized_vol_20d_ann",
      "contribution": 0.1622
    },
    {
      "factor": "slope_percentile_rank",
      "contribution": 0.6577
    }
  ],
  "recommended_use": "Identify cyclical vol turning points. Score > 60 = vol accelerating — consider defensive positioning or long-vol strategies.",
  "methodology_version": "ADW-103-live-1.0",
  "freshness": "2026-06-26T20:00:16.189Z",
  "coverage": "S&P 500 ETF daily returns — 252 days",
  "source_lineage": [
    "Stooq daily OHLCV (SPY)"
  ],
  "allowed_use": "informational",
  "realized_vol_20d_ann": 0.1622,
  "vol_slope_10d": 0.001618,
  "vol_window_days": 20,
  "slope_window_days": 10,
  "validation_status": "descriptive"
}

IOM schema