Market Regime Guide & Analytics
The AlphaSignal Regime Engine classifies the market into High-Volatility Expansion, Low-Volatility Compression, or Neutral/Accumulation. Each regime demands a completely different trading approach.
Current Regime Classifier
Overview
Large-format display of the currently detected regime with confidence score (0-100%). Three regimes: HIGH-VOL EXPANSION (trending, large moves), LOW-VOL COMPRESSION (tight range, coiling energy), NEUTRAL/ACCUMULATION (mid-range, institutional patterns). Uses a Hidden Markov Model.
How to Read
The regime label is the primary output. Below 60% confidence = regime transition; be cautious.
Regime Transition Probability Matrix
Overview
3x3 matrix showing statistical probability of transitioning from current regime to each other regime over next 7 days. Built from historical sequence data.
How to Read
Find the current regime row. The column with highest probability = most likely next state.
Regime History Heatmap
Overview
90-day colour-coded heatmap: red (High-Vol), teal (Low-Vol Compression), amber (Neutral). Each column = one calendar day.
How to Read
Look for duration patterns. Long teal runs almost always precede red periods. Rapid alternation = choppy market.
