market_regime_map

io.github.fnobbe/crashtestyourstrategy · Verify this server

Compressed cross-category map of the current market state in ONE call: for 18 category proxies (US large-cap + tech, the 9 SPDR sectors, developed ex-US, emerging markets, long Treasuries, high-yield credit, gold, oil, Bitcoin) the operational regime (BULL/SIDEWAYS/BEAR/CRISIS), model-conditional regime probabilities over a 5- or 21-trading-day horizon, stress probability vs its unconditional baseline, a descriptive historical forward-return distribution conditional on the current regime label, and an equity-factor commonality flag (US sectors largely re-express one factor — the map is fewer independent signals than rows). Per (asset, horizon) cell only the preregistered, out-of-sample-validated model tier ships (covariate logit / persistence / unconditional — see tier_pvalues). Deliberately ships NO directional up/down forecast: regime membership is the validated signal, not return direction. Use regime_outlook for single-asset depth with as_of support. Descriptive, not a market prediction, not advisory.