REGIME
A market-weather framework for how aggressively risk should be taken.
Regime consolidates volatility, breadth, credit, rates, commodities, flow and trend into a market-weather view designed to influence risk posture without pretending that one score can forecast the market.
Regime components.
What kind of environment is the portfolio taking risk in—and are several independent warning systems deteriorating at the same time?
A market-weather framework for how aggressively risk should be taken.
Regime consolidates volatility, breadth, credit, rates, commodities, flow and trend into a market-weather view designed to influence risk posture without pretending that one score can forecast the market.
- Volatility, breadth, credit, flow and trend risk engine
- Cut Gate framework for escalating risk conditions
- Crowd and contrarian context
- SPY and QQQ breadth monitoring across multiple intervals
- Historical regime and component charts
- Data-completeness and source-health checks
- Market-weather states rather than point forecasts
Turn a specialized dataset into a better investment question.
Regime is useful because it stays focused on one analytical job while remaining connected to adjacent systems when portfolio context is needed.
Context, not prophecy
The regime state frames how much confidence to place in risk taking; it is not a directional prediction.
Look beneath the index
An index can hold up while fewer constituents participate. Breadth makes that deterioration visible.
Require multiple warnings
The Cut Gate is designed to react when several risk components deteriorate rather than to one noisy input.
Compare the current state
Historical components make it possible to see whether today’s environment is ordinary, improving or unusually stressed.
Specialized, but not isolated.
The system keeps its own domain logic while passing decision-relevant evidence into the wider SRSPrime process.