S&P 500 Regime Detection
Win Ratio
77.8%
Total Profit
83.23%
Last Trade Profit
4.37%
Signal: Maintain current BUY position initiated 2025-12-12 at 6827 until next regime shift
Objective
- Market Regimes detection. This model uses Hidden Markov Models (HMM) to identify underlying market states. Instead of following daily noise, it detects shifts between regimes.
Input
- The model analyzes historical S&P 500 prices to determine the most probable regime
Output
- Blue signal indicates a transition to Buy and red signal a transition to Sell
Strategy
- The model is designed for tactical positioning. It implies entering or exiting at each signal flip and holding the position for the full duration of the detected state.