Hedgehog · Settings · Regime

Hedgehog · Settings

Strategy-scoped configuration. Every spec-pinned threshold is operator-tunable here per §8.3 quarterly review.

Strategy Scoped

Regime & eligibility

Composite gate inputs (spec §2.3), per-underlying eligibility (spec §2.2), and macro blackout buffers (spec §2.4).

Regime gate (spec §2.3 / §4.3)

VIX intraday +X% forced-exit VIX9D / VIX3M backwardation flip RV(5) ÷ RV(10) max ratio SPY down-day threshold % Days since last 2%+ down-day

Eligibility (spec §2.2)

IV ratio vs SPY (min ×) Put skew percentile (max, 0–1) ADX(14) max ATR(14) × distance from 20-EMA Long-put max bid-ask % of mid Long-put max bid-ask absolute ($) Long-put min open interest

Macro blackout (spec §2.4)

Pre-event trading days Post-event trading days PPI-only blackout when VIX <