USD Funding Stress as Equity Vol Trigger
Saved Alpha Factory candidate. This is where a paper stops being decorative research furniture and starts becoming a buildable object, assuming it survives contact with reality.
Source Object
manual
manual:v33-test
USD Funding Stress as Equity Vol Trigger
manual
N/A
N/A
N/A
manual / funding / volatility / liquidity
Strategy Object Candidate
raw
Strategy
FX / Rates / Volatility / Equities
DXY / Cross-currency basis / SOFR / repo proxy / VIX term structure
Funding spread / Dollar impulse / Vol term structure / Equity drawdown
Funding stress regime / Liquidity-fracture regime
rag_basis / codex_card / backtest_hook / zalpha_monitor / archive
manual:v33-test
Market Force
Dollar funding pressure tightens liquidity, raises hedging demand, and can transmit into equity volatility.
Testable Claim
A funding-stress monitor can warn before equity volatility reprices.
Entry Logic
Watch vol upside when funding stress rises faster than equity narrative adjustment.
Exit Logic
Exit when funding stress normalizes or vol repricing completes.
Risk Rules
Avoid signal use during data gaps or policy shock reversals.
Failure Modes
- Policy backstop
- False funding spike
- Crowded vol hedge
Promoted drafts are locked from normal status changes. The card now owns the live object.