Market Regime Gauge
Composite risk-on/risk-off indicator. Updated 3x daily. Contrarian signal: risk-off = historically best forward returns.
Regime
—
Score
—
SPY
—
VIX
—
Hist. Avg 5d
—
Hist. Avg 20d
—
Political Heat
—
Strong Risk-Off
Risk-Off
Neutral
Risk-On
Projected range
Political statement
Composite Score (-100 to +100)
Historical Performance by Regime (4yr backtest)
| Regime | Avg 5d | Avg 20d | Signal |
|---|---|---|---|
Projection vs Actual (1-week)
| Date | Regime | Projected | Actual | Error |
|---|---|---|---|---|
| Tracking starts after first week of data | ||||
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Last updated: —