Proprietary quantitative backtesting system analyzing AMD (Advanced Micro Devices Inc) using dynamic volatility bands and systematic entry/exit signals.
Note: This is not a live feed — model data is refreshed monthly. This version is a work in progress and does not include our full proprietary strategy for privacy reasons.
The GARCH Mean-Reversion Engine combines classical statistical volatility modeling with systematic signal generation to identify oversold conditions in semiconductor equities.
Forecasts time-varying volatility, capturing volatility clustering common in financial markets.
Adaptive trading bands around the 20-day SMA that expand during high-vol and contract during calm periods.
Classifies market into Low/Medium/High volatility regimes using rolling standard deviation.
BUY below lower band (oversold). SELL above upper band or 5% stop-loss hit.