Regime Models

See the regime. Follow the changes.

Price direction, volatility and turning points — on the same market chart. Explore the evidence beneath each reading.
Market gauges → Regime heatmap →
Reading market evidence…
How these regimes are calculated

Trend uses volatility-scaled momentum over 21, 63, 126 and 252 sessions, with three-session confirmation. Volatility is ranked against its trailing history. Change detection looks for shifts in the mean or variance of returns.

Constituent participation appears only for supported markets with sufficient current observations. Financial stress is shared US / global context. Macro evidence is shown where a source exists.

These readings describe conditions. HMM is separate experimental research and has no weight in them. Full methodology →