A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data

By Mathias Mesfin

Published 2026-05-01

Everscope rating

1608.9

Relevance to quantitative trading

8 / 10

Implementation complexity

3 / 10

Reproducibility

3 / 5

About this paper

Methodology: Volatility-Volume-Gap (VVG) Classifier. Problem types: Classification, Anomaly Detection, Time Series Forecasting, Algorithmic Execution.

arXiv:2605.11423 · Paper rankings

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