Volatility Regimes: Macro Shifts & $NQ Mean Reversion

Our quantitative research indicates a significant shift in Nasdaq 100 volatility clustering. As we enter Q1 2026, the edge is shifting from trend-extension to range-reversion.

The Volatility Regime

Unlike 2025, where momentum carried for multiple sessions, 2026 is showing higher intraday chop with immediate mean-reversion at standard deviation extremes.

Key Data Points:

• ATR Expansion: Average True Range is up 15% YoY.
• Z-Score Signals: Reversion trades at 2.5 Sigma are currently our highest win-rate setups.