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Deriv · Directional + added volatility

Hybrid Indices

Synthetic markets that blend Crash/Boom-style directional structure with additional short-term price fluctuations.

How Hybrid Indices works

Deriv describes boom-based hybrids as tending downward before upward spikes and crash-based hybrids as tending upward before downward spikes, with added price noise.

Risk note: Added noise can create false breakouts and earlier stop-outs. Directional bias does not remove spike risk.

Variants / mechanics

Boom-based hybrid familiesCrash-based hybrid families

What matters most

  • Directional bias plus added price noise
  • 24/7 trading access
  • Different from smoother classic Crash/Boom behaviour
  • Available as CFDs on supported Deriv platforms

Platform context

Deriv supports different products and contract types across Deriv MT5, Deriv cTrader, Deriv Trader, Deriv Bot and, for selected Derived Indices, direct trading through TradingView. The exact platform available for an instrument or contract type can differ, so always check the current Deriv product page before funding an account.

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