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Regime Detection Engine v2

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Executive Summary :

A proprietary market regime classification system combining three complementary quantitative methodologies to accurately identify bullish, bearish, consolidation, and transition phases.

Tripartite Architecture :

Advanced statistical modeling simulating the inference of hidden states through the observation of market manifestations. It integrates emission probabilities, transition matrices, and Bayesian persistence logic.

Probabilistic Engine :

A statistical model inferring the hidden state of the market via three observable dimensions:t
  • Normalized Returns
  • Structural Volatility
  • Volume Patterns

Multi-Factor :

Intelligent aggregation of seven technical dimensions into a robust consensus score, each providing a unique perspective on current market behavior.

Classification of 5 Regimes :

BULLISH, TRANSITION, CONSOLIDATION, TRANSITION, BEARISH

Confidence Score :

Each identified regime is accompanied by a confidence score (0-100%) measuring the consensus among the three drivers, allowing for exposure adjustments.

More details and user guide : cryptos-linking.github.io/rde-v2-presentations/

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