Terminal | FX Regime Lab

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Methodology
How It Works
Data Sources

Overview
EUR / USD
USD / JPY
USD / INR

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[RESEARCH ONLY] For research purposes only. These regime classifications are derived from a deterministic 3-layer signal framework and validated out-of-sample. Not investment advice. Past calibration metrics do not guarantee future performance.

Cross-Asset Context

Live market proxies

VIX

Awaiting data

DXY

Awaiting data

BRENT

Awaiting data

GOLD

Awaiting data

COPPER

Awaiting data

STOXX

Awaiting data

US10Y

5.31

+0.03

Pair Macro

BoJ Rate

0.98

ECB BS

5897.26

Bund-BTP

-0.81

USD/JPY — DQS DEGRADEDUSD/INR — DQS DEGRADEDEUR/USD — DQS DEGRADED

Macro Calendar — High Impact

US

FOMC Rate Decision

EURUSD, USDINR, USDJPY

US

US CPI YoY

EURUSD, USDINR, USDJPY

US

US GDP Advance

EURUSD, USDINR, USDJPY

US

US PCE Deflator

EURUSD, USDINR, USDJPY

Systemic Regime Monitor

Updated 10h agoACC:0.0%+0.32%

1.1253

Data LineageSourceMarket data (Bloomberg / Refinitiv)Raw Value1.1253TransformationSpot mid-price, no smoothingLast Update2026-10-07

GROWTH SURPRISE USD

Data LineageSourceFX Regime Lab model v3Raw ValueGROWTH_SURPRISE_USDTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 1 — Regime Gate

GROWTH SURPRISE USD

Data LineageSourceFX Regime Lab model v3Raw ValueGROWTH_SURPRISE_USDTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 2 — Directional

Data LineageSourceCentral bank policy rates (2Y yield spread)Raw ValueNEUTRALTransformationRate diff → z-score → directional thresholdLast Update2026-10-07

Data LineageSourceCFTC Commitment of Traders (COT)TransformationNet non-commercial position → 52-week percentileLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value0.480TransformationWeighted sum of normalized signals (pair-specific precision weights, see methodology)Last Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value4.04%Transformation20-day annualized realized vol (%)Last Update2026-10-07

Data LineageSourceFX options market (25-delta risk reversal)Transformation25D RR quote → skew sentiment indicatorLast Update2026-10-07

Data LineageSourceFX options market (skew term structure)Raw Value0TransformationCross-tenor skew comparison → alignment scoreLast Update2026-10-07

Layer 3 — Execution

Data LineageSourceFX Regime Lab model v3Raw ValueENTERTransformationSignal composite + vol regime → entry timing recommendationLast Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value0 / 100Transformation20-day RVOL percentile rank across 90-day historyLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value47.0%TransformationSignal dispersion → confidence score (0–1)Last Update2026-10-07

Volatility dynamics dominate

Updated 10h agoACC:38.7%+0.22%

158.30

Data LineageSourceMarket data (Bloomberg / Refinitiv)Raw Value158.3020TransformationSpot mid-price, no smoothingLast Update2026-10-07

NEUTRAL

Data LineageSourceFX Regime Lab model v3Raw ValueNEUTRALTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 1 — Regime Gate

Data LineageSourceFX Regime Lab model v3Raw ValueNEUTRALTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 2 — Directional

Data LineageSourceCentral bank policy rates (2Y yield spread)Raw ValueNEUTRALTransformationRate diff → z-score → directional thresholdLast Update2026-10-07

Data LineageSourceCFTC Commitment of Traders (COT)TransformationNet non-commercial position → 52-week percentileLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value-0.318TransformationWeighted sum of normalized signals (pair-specific precision weights, see methodology)Last Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value5.36%Transformation20-day annualized realized vol (%)Last Update2026-10-07

Data LineageSourceFX options market (25-delta risk reversal)Transformation25D RR quote → skew sentiment indicatorLast Update2026-10-07

Data LineageSourceFX options market (skew term structure)Raw Value0TransformationCross-tenor skew comparison → alignment scoreLast Update2026-10-07

Layer 3 — Execution

Data LineageSourceFX Regime Lab model v3Raw ValueWAITTransformationSignal composite + vol regime → entry timing recommendationLast Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value0 / 100Transformation20-day RVOL percentile rank across 90-day historyLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value47.0%TransformationSignal dispersion → confidence score (0–1)Last Update2026-10-07

Rate differential is the primary driver

Updated 10h agoACC:21.2%+0.03%

96.3704

Data LineageSourceMarket data (Bloomberg / Refinitiv)Raw Value96.3704TransformationSpot mid-price, no smoothingLast Update2026-10-07

INR NEUTRAL

Data LineageSourceFX Regime Lab model v3Raw ValueINR_NEUTRALTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 1 — Regime Gate

Data LineageSourceFX Regime Lab model v3Raw ValueINR_NEUTRALTransformationWeighted composite → regime classifier (pair-specific: RATE 30–45%, COT 10–25%, VOL 20%, OI 5%, SPECIAL 5–20%, FPI 0–15%)Last Update2026-10-07

Layer 2 — Directional

Data LineageSourceCentral bank policy rates (2Y yield spread)Raw ValueNEUTRALTransformationRate diff → z-score → directional thresholdLast Update2026-10-07

Data LineageSourceCFTC Commitment of Traders (COT)TransformationNet non-commercial position → 52-week percentileLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value-0.361TransformationWeighted sum of normalized signals (pair-specific precision weights, see methodology)Last Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value5.80%Transformation20-day annualized realized vol (%)Last Update2026-10-07

Data LineageSourceFX options market (25-delta risk reversal)Transformation25D RR quote → skew sentiment indicatorLast Update2026-10-07

Data LineageSourceFX options market (skew term structure)Raw Value0TransformationCross-tenor skew comparison → alignment scoreLast Update2026-10-07

Data LineageSourceFPI flow data (India only)TransformationWeekly FPI net flow → INR CroresLast Update2026-10-07

Layer 3 — Execution

Data LineageSourceFX Regime Lab model v3Raw ValueWAITTransformationSignal composite + vol regime → entry timing recommendationLast Update2026-10-07

Data LineageSourceMarket realized volatilityRaw Value0 / 100Transformation20-day RVOL percentile rank across 90-day historyLast Update2026-10-07

Data LineageSourceFX Regime Lab model v3Raw Value47.0%TransformationSignal dispersion → confidence score (0–1)Last Update2026-10-07

Mixed signals — no single dominant factor

Macro Regime Dispatch

2026-10-07

Global FX markets on October 7,

DOLLAR DOMINANCE0%

Read full brief →

System integrity verified: 2026-10-07

Pipeline: DEGRADEDDQS: 0.55