Market regime classification · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph8

How the method is built, and where it has been read

Depends on

Often reviewed together

Scenario risk analysis4 readings

Often reviewed together

Asset allocation4 readings

Often reviewed together

Industry rotation5 readings

Often reviewed together

Seasonal trading6 readings

Often reviewed together

Event-driven context7 readings

Often reviewed together

Fundamental overlay9 readings

Often reviewed together

Seasonal analysis11 readings

Often reviewed together

Intermarket analysis12 readings

Read in the archive24 of 91 readings

1988Crash fear fails the depression regime testSeasonality and regimes 1989Path quantiles versus net return for index velocity regimesSeasonality and regimes 1990The discount-rate path as an equity regime overlayIntermarket and spreads 1990Weekly range volatility as a tactical regime filterOptions and volatility 1990Evaluating safety labels in a crash windowPortfolio construction 1991A commodity-bond regime check before an equity relative strength indexIntermarket and spreads 1991Demographic wave as a market-regime overlaySeasonality and regimes 1991Three-indicator market overview from tape, sentiment and ratesIndicators and filters 1991Growth earnings and price-to-earnings as a market-regime overlaySeasonality and regimes 1991Evaluating successive policy hikes as equity regime warningsSeasonality and regimes 1992A seven-vote sentiment score for fund-sleeve regimesSeasonality and regimes 1992Country regime inside global allocation and index proxiesPortfolio construction 1993A case study in refusing an isolated entrySeasonality and regimes 1994Inflation-deflation regimes inside the stock cycleSeasonality and regimes 1994The late-bull intermarket clock and regression-channel gatesIntermarket and spreads 1994Late-cycle breadth as an allocation examSeasonality and regimes 1994Seasonal range regimes as a futures context overlaySeasonality and regimes 1994Relative valuation as regime context for fund allocationPortfolio construction 1995Seasonal and political cycle maps as tested abstention regimesSeasonality and regimes 1996Evaluating presidential party terms as equity regimesSeasonality and regimes 1996A dominant cycle is a baseline, not a reprintSeasonality and regimes 1996Seasonality and presidential election cycle regimesSeasonality and regimes 1997Regime-aware allocation versus binary timingPortfolio construction 1998A weekly composite-score that classifies despair, euphoria, or neitherSeasonality and regimes

This registry entry describes a research method. It is not investment advice and does not make a performance claim.