Regime Filter
A coarse market-state check that gates other signals — most commonly 'only take long entries while price is above its 200-day average.' Regime filters don't generate trades; they veto them, keeping aggressive strategies out of hostile environments. They are among the highest-value, lowest-complexity additions to most systems.
See it in action: 200-Day SMA Regime Filter →
Backtested on 59 ETFs over 5.7 years with real engine results and a buy-and-hold comparison on every page.
Related terms
SMA (Simple Moving Average)The arithmetic average of the last N closing prices, recalculated each…Trend FollowingA strategy family that buys assets in established uptrends and steps a…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.