Market regime dashboard
Bull, bear, crisis, or sideways — classified by a Hamilton Markov-Switching model with a Kritzman (2012) volatility overlay and an SMA-50 trend check. Covers 11 benchmarks across equities, commodities, volatility, and crypto.
Bull
3
Sideways
5
Bear
3
S&P 500
SPY
Nasdaq 100
QQQ
Russell 2000
IWM
Dow 30
DIA
Gold
GLD
Silver
SLV
VIX
VIXY
Brent Oil
BNO
Nat Gas
UNG
Bitcoin
X:BTCUSD
Ethereum
X:ETHUSD
How the regime model works
The classifier is a two-state Hamilton Markov-Switching model fitted on daily returns. It outputs a posterior probability for the bull and bear regimes.
A Kritzman-style volatility overlay (>80th percentile realized vol) upgrades Bear to Bear/Crisis when tail risk is concentrated. Low-confidence bars (<60%) with price near the SMA-50 are labelled Sideways.
Streaks count consecutive days in the current regime. Longer streaks point to an established regime; short streaks often precede transitions.
Inside the app
Regime-conditioned correlations across your custom ticker set — see how diversification changes by regime.
Regime-aware walk-forward backtests — strategy switching keyed to the current regime instead of a single-model assumption.
Regime alerts on flip events so you catch transitions as they happen.
Sign up to open the workspace →For informational and educational purposes only. Not financial advice. Learn more