The model classifies each trading day into one of three regimes:
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.
| Regime | Mean daily return | Mean realized vol | — |
|---|
| Regime | Start | End | Days | Return |
|---|