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Market regime
The current saved-close runtime permits TransitionUncertain and HighVolatilityStress only. Analytical use, classification use, and recommendations remain disabled.
Synthetic normalized price path over 30 sample days. No actual prices, returns, or forecast are represented.
30 / 90 / 180-day lookbacks · Daily source bars. Intended holding horizon: 3–15 days.
Invented state sequence for interface demonstration. It is not a historical engine run or a backtest.
The current saved-close runtime permits TransitionUncertain and HighVolatilityStress only. Analytical use, classification use, and recommendations remain disabled.
R/S, modified R/S, and DFA exist as experimental estimators. Their outputs do not qualify persistence or mean reversion. A negative autocorrelation is insufficient.
The source application measures retained book depth and spread, compares quotes, and models hypothetical sampled-book costs. Qualified liquidity input to the regime remains unavailable.
Realized volatility, frozen training percentiles, and normalized momentum describe observed windows. They do not estimate the probability of profit.
Breadth, correlation concentration, entropy, and change-point measures are explicit missing inputs in current regime v1. Sentiment and macro integrations are future work.
Incomplete history, source disagreement, and missing structural coverage can block use. FMSI, composite Risk, and Opportunity scores remain proposed; no numeric value is available.