Exponential Moving Average Regime

Same logic as the SMA dashboard, but with an exponential moving average that weights recent prices more heavily. Reacts faster to regime changes — fewer late signals, more whipsaws.
Snapshot for
Click a card to switch EMA timeframe. The selected one is highlighted and shown in detail below.
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Detail view

Index close
200-day MA
As of
Gap from MA
Last 365 trading days — price vs EMA
Green segments = price above MA (bull)    Red segments = price below MA (bear)    Yellow line = exponential moving average
Quantitative stats for — full available history

Gap = (price - MA) / MA, expressed as %. Positive = above MA, negative = below. The std dev tells you how volatile that gap typically is. The Z-score tells you whether today's reading is normal or stretched.

Gap std dev
one σ of price/MA spread
Gap mean
Current Z-score
EMA slope (20d)
Annualized vol
of daily returns
Bull regime gap
avg gap when above MA
Bear regime gap
avg gap when below MA
Crossings / year
how often regime flips
Historical regime stats — full available history
% time bull
% time bear
Regime flips
over
Avg run length
bull · bear
Recent regime runs (≥5 days)
RegimeStartEndDaysReturn
How EMA differs from SMA. An exponential moving average gives more weight to recent prices than older ones — the decay factor is roughly 2/(period+1). As a result, the EMA hugs the price more tightly and reacts faster to trend changes. Expect the EMA regime to flip sooner than the SMA at a turn, at the cost of more frequent whipsaws when markets chop. Compare against the SMA dashboard and the HMM regime for the same index.