Market Regime Detection LIVE

The Market Regime Detection Model (MRDM) runs 11 independent statistical tests to classify the current market as trending, mean-reverting, or transitional. This matters because different strategy types work in different regimes.

Why Regime Matters

Trend-following strategies (breakout, momentum) perform well in trending regimes but get chopped up in sideways markets. Mean-reversion strategies (buy dips, sell rips) work in range-bound conditions but get steamrolled by strong trends. Knowing which regime you're in is arguably more important than knowing direction.

The 11 Statistical Tests

• Hurst Exponent — measures persistence vs. mean reversion in price series
• Augmented Dickey-Fuller — tests for unit root (stationarity)
• KPSS Test — tests for trend stationarity
• Variance Ratio — tests if returns follow a random walk
• ADX Threshold — measures trend strength above/below critical levels
• Runs Test — tests for non-random sequences in price direction
• Autocorrelation Lag-1 — measures serial correlation in returns
• Autocorrelation Lag-5 — longer-term serial correlation
• Fractal Dimension — measures complexity of price path
• Efficiency Ratio — price displacement vs. path length
• Choppiness Index — measures directional commitment

Live Regime Classification

Current regime readings. Trending markets favor momentum strategies. Mean-reverting markets favor range strategies.

Asset	Regime	Trending Tests	Mean-Rev Tests
BTC	MIXED	6/11	5/11
ETH	MIXED	7/11	4/11
SOL	MIXED	5/11	6/11
SUI	—	0/11	0/11
XRP	MIXED	4/11	7/11
AVAX	MIXED	5/11	6/11
LINK	MIXED	4/11	7/11
DOGE	MIXED	4/11	7/11

How to Use This

The regime classification is context, not a signal. A "Trending" classification means the statistical characteristics of recent price action are consistent with directional persistence — strategies that ride trends have historically performed better in these conditions. The model updates on a 24-hour cycle.