market-regime-classifier

Market regime detection classifies price data into states like trending_up, trending_down, ranging, volatile, or quiet using multi-feature indicators such as an ADX proxy and Bollinger bandwidth. This labels current conditions to recommend whether to chase breakouts or fade ranges.

Yes, market regime classification applies across intraday to multi-day horizons and works on both live and historical data. You provide a market data series or live feed to analyze and return the current regime along with its recommended strategy.

Classification uses multi-feature indicators including an ADX proxy, Bollinger bandwidth, moving-average alignment, and efficiency metrics. These features combine to label the market regime as volatile, quiet, trending, or ranging.

Strategy mapping recommends primary trading approaches and risk parameters tailored to each detected regime. It helps you decide whether to chase breakouts, fade ranges, or avoid entering the market during volatility spikes.

Classifying the market regime using multi-feature indicators identifies volatility spikes, allowing the strategy mapping to recommend avoiding market entry. This filters out unfavorable trading signals during volatile periods.

The classifier uses moving-average alignment as one of its multi-feature indicators to detect regimes. You provide the market data series, and the internal logic evaluates this alignment alongside Bollinger bandwidth and efficiency to output the regime.