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is this a serious rec or not I think the issue there would be regime instability, no?
If the question was "how do I get an indicator of whether we are in a high vs low volatility regime" then it is absolutely a serious recommendation. If the question is something else then I misunderstood and you can ignore.
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I guess when I think of a high vs low vol regime, I'd think of it more as a continuous block of time where there's largely increased rvol, but may have quiescent periods in between. I feel your method makes sense but you'd definitely end up with a lot more regime switching
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it'd largely depend on your MAs though; for instance today is a sleeper on SPX but I still wouldn't call this time period low vol
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