A macro regime classifier β aggregates institutional signals (VIX, F&G,
breadth, credit, cross-asset, term structure, yield curve) and reports
the market environment, not which stock to buy.
β
What it does
Classifies the current regime β calm, pullback, risk-off, acute stress,
or systemic. Its real value is the systemic-stress signal β what it
prevents, not what it generates.
β
What it's not
Not a daily alert engine. Markets spend ~75% of the time in calm regimes
(Scenarios 1 & 6) β a quiet log means the system is working correctly.
β‘ Crisis case studies β 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 β actively trading each signal would track closer to SPY than the
cash-hold path shown below.
Loading backtest dataβ¦
Run python backtest.py to generate backtest data.
β’ Full backtest β 2020 to today
SPY Price with Signal Regime Overlay
Coloured background = active scenario
β Normal Pullbackβ Panicβ Extreme Panicβ Systemic Riskβ Euphoriaβ Complacency
β£ Recent signal changes
Loadingβ¦
π±
No regime changes recorded yet
Every time the signal engine shifts regime, it's logged here permanently β 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.