Adaptive Signals for E-mini S&P 500
Problem
Static trading models fail when market regimes shift. Traditional mean-reversion breaks during trending periods.
Solution
QuantWave adaptive system detects regime changes in real-time and switches between momentum and mean-reversion strategies.
Results
- Sharpe ratio: 2.1 (vs 0.8 baseline)
- Max drawdown: -8% (vs -22% baseline)
- Win rate: 64% (vs 48% baseline)