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.
S&P 500
Nasdaq 100
Russell 2000
Dow 30
Gold
Silver
VIX
Brent Oil
Nat Gas
Bitcoin
Ethereum