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Market Regime Dashboard ?

MS

Hamilton (1989) Markov-Switching Regime Detection?

Each instrument is classified into one of four regimes using a three-layer ensemble: a probabilistic Markov-Switching model identifies bull/bear states from return distributions, a volatility overlay (Kritzman 2012) detects crisis conditions, and SMA-50 trend confirmation disambiguates sideways markets.

Bull — sustained uptrendSideways — range-boundBear — downtrendBear/Crisis — high-vol downturn

S&P 500

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Nasdaq 100

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Russell 2000

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Dow 30

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Gold

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Silver

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VIX

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Brent Oil

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Nat Gas

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Bitcoin

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Ethereum

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