The policies of the 1920s were an almost complete repudiation of the progressivism of the preceding decades. The only things that can really be seen as somewhat progressive during this time were Prohibition (which was, of course, implemented just before the 1920s) and, possibly, the immigration restriction acts. Everything else was essentially a departure from progressivism.
Prohibition was a quintessentially progressive policy. It was an example of the use of government powers to improve people and make them act in ways that were more acceptable to middle class people. Prohibition was instituted before the 1920s, but continued to be enforced throughout the decade.
Immigration restriction can be seen as something of a progressive policy. The Progressives were suspicious of immigrants to some degree because immigrants did not behave in the “right” ways. They would not have approved of the politics of many of the more radical immigrants as well. They would have been likely to support immigration restriction.
Outside of this, though, the 1920s were not a progressive time. The progressive idea of government restricting the actions of business and the rich was not something the Republicans of the 1920s were interested in. This was an era of laissez-faire and of pro-business policies. That means that, in terms of economic policies, the 1920s was very much the opposite of the Progressive Era.