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Quantitative signals often behave differently depending on market structure and regime. This article examines how signal persistence, noise, and responsiveness vary across trending, range-bound, and volatile environments. Rather than focusing on outcomes, the discussion emphasizes observable characteristics and limitations.
We explore how regime shifts can distort interpretation if not accounted for properly. Particular attention is given to how signal stability changes over time and why this matters when evaluating research frameworks. Understanding these dynamics is essential for avoiding misleading conclusions.
The goal of this discussion is to encourage deeper examination of signal mechanics rather than surface-level performance metrics.
