Moving Average Regime

The simplest possible regime classifier. Above the moving average → bull. Below → bear. Binary, transparent, no model fitting.

Index DMA period

Snapshot for —

Click a card to switch DMA timeframe. The selected one is highlighted and shown in detail below.

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Detail view

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Index close

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200-day MA

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As of

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Gap from MA

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Last 365 trading days — price vs MA

Green segments = price above MA (bull) Red segments = price below MA (bear) Yellow line = 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

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one σ of price/MA spread

Gap mean

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Current Z-score

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MA slope (20d)

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Annualized vol

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of daily returns

Bull regime gap

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avg gap when above MA

Bear regime gap

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avg gap when below MA

Crossings / year

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how often regime flips

Historical regime stats — full available history

% time bull

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% time bear

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Regime flips

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over —

Avg run length

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bull — · bear —

Recent regime runs (≥5 days)

Regime	Start	End	Days	Return

How to read this. The DMA regime is a simple price-vs-trend classifier — no model fit, no probabilities, no machine learning. Price above the moving average = uptrend (bull); below = downtrend (bear). Toggle between 50 / 100 / 200-day to see short-, medium-, and long-term trend regimes. Compare against the HMM regime on the same index — they often agree, sometimes disagree, and the disagreements are usually instructive.