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GARCH Mean-Reversion Engine

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.

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How It Works

GARCH(1,1) Volatility

Forecasts time-varying volatility, capturing volatility clustering common in financial markets.

Dynamic ±2σ Bands

Adaptive trading bands around the 20-day SMA that expand during high-vol and contract during calm periods.

Regime Detection

Classifies market into Low/Medium/High volatility regimes using rolling standard deviation.

Signal Generation

BUY below lower band (oversold). SELL above upper band or 5% stop-loss hit.

⚠️ Research Only: This model is for educational and research purposes. Past performance is not indicative of future results. This is not financial advice.