Live Regime Indicator

Three-state Hidden Markov Model trained on 16 years of daily data across four global indices. Filtered probabilities only — no future leak.
How to read this dashboard

The model classifies each trading day into one of three regimes:

  • bear   high-vol regime — defensive. Historically associated with panics and uncertainty.
  • neutral   medium-vol — sideways or grinding. No strong directional bias.
  • bull   low-vol — calm uptrends. Markets are steady, trends persist.

The three percentages are the model's confidence that the market is in each regime right now, given everything it has seen through today's close. They always sum to 100%.

Use it as a filter, not a signal. Strong bear (>70%) → reduce risk. Strong bull (>70%) → momentum-friendly. Neutral → no edge from this. Read the About page for a full guide.

Today
Bear
high vol · defensive
Neutral
medium vol · sideways
Bull
low vol · calm uptrend
Current regime:
Days in regime:
Close:
As of:
Last 90 trading days
What each regime looks like for this index
RegimeMean daily returnMean realized vol
Recent regime runs (≥10 days)
RegimeStartEndDaysReturn