Trend-Following + Donchian Breakout (Regime Visualizer)

Most traders chase trends too late or exit too early.
Quant systems don’t predict — they measure and adapt.

This educational chart uses the public Quant Trend + Donchian indicator to visualize how trend-following and breakout logic can define market regimes in NASDAQ 100 & S&P 500.

⚙️ Core Logic
• Trend — EMA(64 vs 256): approximates EWMAC trend state.
• Breakout — Donchian (200): identifies volatility-based range breaks.
• Volatility awareness — internally normalized to adjust behavior across markets.

📊 How to read it
• EMA fast > EMA slow and price near Donchian high → bullish trend regime.
• EMA fast < EMA slow and price near Donchian low → bearish regime.
• Inside channel with EMAs tangled → range or noise.

💡 Key insight
Regime definition + volatility scaling > entry cleverness.
Systems survive not by prediction, but by risk-controlled persistence.

This public view illustrates the foundations used in my more advanced risk-scaled quant strategies for NASDAQ and S&P indices.




#Quant #TrendFollowing #Breakout #Donchian #EMA #NASDAQ #SP500 #SystematicTrading #AlgorithmicTrading #Volatility