HMM regime as of 2026-07-24: S&P 500 neutral · Nasdaq 100 neutral · Bitcoin bull · Ethereum bull · Gold bear · Silver bear · Euro Stoxx 50 bull · Nifty 50 bull · Nikkei 225 bear · KOSPI Composite bear · Shanghai Composite neutral · Hang Seng neutral · TAIEX bear · Crude Oil (WTI) bear · Copper neutral · US 10Y Treasuries neutral · US Dollar Index bull · FTSE 100 bull · Bovespa neutral · Tadawul All Share bull.
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 |
|---|