Market State Intelligence
Symbol
From
To
Current Regime
—
awaiting data
Confidence
—
posterior prob.
Persistence
—
expected days
Strategy CAGR
—
vs buy & hold
Price & Regimes
Fitting a 4-state HMM on —
live market data · first run ~10–20s
Regime Probability Field
Backtest · Regime Rotation
Hold long in Bullish (100%) and Accumulation (50%); move to cash in Bearish and Crisis. Positions act on the prior day's regime with realistic switching costs.
In-sample view: regimes are fit over the full history. Switch to Walk-Forward for a true out-of-sample test that refits the model on past data only.
Forward-Return Edge · next 5 sessions
The average return that follows each regime — the test of whether the classification carries predictive signal, not just hindsight.
Crisis Early-Warning
Probability of rotating into Crisis, propagated through the transition matrix.
Transition Matrix
Regime Statistics
Regime Duration

What is REGIME?

Markets quietly shift between hidden states — calm accumulation, strong uptrends, grinding declines, outright panic. REGIME fits a 4-state Gaussian Hidden Markov Model to a stock or index and labels every day with the regime it was most likely in. The four states:

Bullish Trending
Positive drift, low volatility — the strong uptrend.
Accumulation
Quiet, range-bound base-building with little drift.
Bearish Trending
Negative drift, elevated volatility — the downtrend.
Crisis
Extreme volatility and drawdowns — capitulation.

Try an instant example below the header, or type any symbol (NSE .NS, BSE .BO, indices like ^NSEI, or US tickers like AAPL) and hit Analyze for a live fit.