Regime Analysis
Hidden Markov Model regime detection with real-time posterior probabilities
Current Regime
BULL
Duration
1d
Trend-following and momentum strategies are overweighted. Risk-on allocation with elevated equity exposure. Mean-reversion pods operate at reduced capacity.
Strategy Impact
momentumoverweight
mean reversionneutral
macrooverweight
stat arbunderweight
options volneutral
Regime Probabilities
HMM posterior
BULL MARKET
61%RANGE-BOUND
22%BEAR MARKET
12%CRISIS MODE
5%Posterior probabilities from the Hidden Markov Model (HMM) regime classifier. Updated every 10 seconds using real-time market microstructure and factor signals.
Regime History
RegimeFromToDurationReturn
BULL
Jan 2Feb 1443 days
+12.4%RANGE
Feb 15Feb 2813 days
+1.2%BEAR
Mar 1Mar 1212 days
-2.8%CRISIS
Mar 13Mar 185 days
-1.1%BULL
Mar 19Apr 719 days
+6.7%BULL
Apr 8NowCurrent
+2.1%BULL MARKET
Risk-on momentum regime detected. Trend-following strategies overweight.
Confidence78%
BEAR MARKET
Defensive posture active. Short bias, mean-reversion and volatility pods elevated.
Confidence84%
CRISIS MODE
Tail-risk event detected. Kill switches active. Capital preservation priority.
Confidence91%
RANGE-BOUND
Low directional bias. Mean-reversion and stat-arb strategies optimal.
Confidence67%