The Market Regimes module automatically classifies the current state of the market using machine learning models. Knowing whether we are in a bull, bear or crisis regime radically changes how you should position your portfolio.
How It Works
The system uses Hidden Markov Models (HMM) trained on historical return, volatility and correlation data. The model identifies statistical patterns that characterize each regime without relying on arbitrary definitions.
Types of Regimes
- Bull Market: Positive returns, low volatility, normal correlations
- Bear Market: Negative returns, rising volatility
- Crisis: High volatility, extreme correlations, deep drawdowns
- Recovery: Transition from bear to bull, high momentum
Why it matters: The same investment strategy can be excellent in a bull market and disastrous in a crisis. Knowing the regime lets you adjust risk and exposure.
Advanced Features
- Per-ticker regime: Detects the specific regime of each stock (Plus+)
- ML Strategy: Automatic regime-based strategy (Advisor)
- Regime portfolio: A portfolio that adapts to the current regime (Advisor)
Discover the current market regime
View Regimes