A macro regime classifier — aggregates institutional signals (VIX, F&G,
breadth, credit, cross-asset, term structure, yield curve) and reports
the market environment, not which stock to buy.
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What it does
Classifies the current regime — calm, pullback, risk-off, acute stress,
or systemic. Its real value is the systemic-stress signal — what it
prevents, not what it generates.
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What it's not
Not a daily alert engine. Markets spend ~75% of the time in calm regimes
(Scenarios 1 & 6) — a quiet log means the system is working correctly.
② Crisis case studies — when it mattered most
Methodology: each card simulates a go-to-cash on first defensive signal, then hold cash
strategy versus SPY buy-and-hold. This models the early-warning value of the
signal rather than active regime-following. For choppy bear markets (e.g. 2022), the actual regime cycles
in and out of defensive multiple times — actively trading each signal would track closer to SPY than the
cash-hold path shown below.
Loading backtest data…
Run python backtest.py to generate backtest data.
③ Full backtest — 2018 to today
SPY Price with Signal Regime Overlay
Coloured background = active scenario
■ Normal Pullback■ Panic■ Extreme Panic■ Systemic Risk■ Euphoria■ Complacency
④ Recent signal changes
Loading…
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No regime changes recorded yet
Every time the signal engine shifts regime, it's logged here permanently — no retroactive edits, no cherry-picking.
Not Investment Advice.
This dashboard is for educational and informational purposes only.
The signals and scenario classifications displayed here are based on a systematic
framework and do not constitute personalised financial or investment advice. Past market behaviour does
not guarantee future results. Always conduct your own research and consult a qualified financial adviser
before making any investment decisions. The author accepts no liability for any losses arising from the
use of this tool.
