[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.
← REGIME RESEARCH TERMINAL
STALE · 1743m
[ DATA STALE · 1743m OLD ]
Source: EURUSD desk · Last update: 2026-08-22T09:01:39
SPOT PRICE
1.1677
-0.09% today
CONFIDENCE
47%
SIGNAL COMPOSITE
-0.10
BEAR -2BULL +2
DIRECTIONAL BIASNEUTRAL
DRIVERRate differential is the primary driver
MARCUS INVALIDATION—
RISK FLAGS
COT EXTREME
SPOT PRICE (30D)2026-05-19 → 2026-06-29
SIGNAL DECOMPOSITIONWEIGHTED COMPOSITE
RATE 45%
COT 25%
VOL 20%
OI 5%
SPECIAL 5%
REGIME FACTORS:RATE: NEUTRALCOT: BULLISHVOL: NORMALCOT: EXTREME HIGH2026-08-21
T+5 CAL
47%
T+5 BRIER
0.251
T+5 SHARPE
-0.02
T+20 CAL
50%
T+20 BRIER
0.254
HYPOTHETICAL — BACKTEST PARAMETERS
ENTRY
WAIT
RVOL RANK
1
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 1.94 | 2.59 | ↑ |
| COT net position pctile | 97 | 2.81 | ↑ |
| Realized vol 20d | 4.10 | -1.08 | ↓ |
| Realized vol 5d | 5.43 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.10 | -0.10 | → |
| Risk reversal 25d | — | — | — |
| COT net position | -1734 | — | — |
| COT asset mgr net | -2058 | — | — |
| COT lev money net | 324 | — | — |
| ECB Balance Sheet | 5927.31 | — | — |
| Bund-BTP Spread | -0.76 | — | — |
| OI Delta | -18870.00 | — | — |
| Volume RVOL | 0.86 | — | — |
| Structural Instability | NO | — | — |
| Spot | 1.1677 | — | — |
PRIMARY DRIVERRate differential is the primary driver
SPECIAL FACTORBund-BTP + ECB BS: 0.04
VALIDATION HISTORY (LAST 20)
| DATE | PRED | T+5 OUT | T+5 RET | T+5 BRIER | T+20 OUT | T+20 RET | T+20 BRIER |
|---|---|---|---|---|---|---|---|
| 2026-08-16 | — | ✗ WRONG | +90.2 | 0.221 | — | — | — |
| 2026-08-14 | — | ✗ WRONG | +92.8 | 0.221 | — | — | — |
| 2026-08-13 | — | ✗ WRONG | +132.6 | 0.221 | — | — | — |
| 2026-08-12 | — | ✗ WRONG | +126.5 | 0.221 | — | — | — |
| 2026-08-11 | — | ✗ WRONG | +28.3 | 0.221 | — | — | — |
| 2026-08-10 | — | ✗ WRONG | +31.6 | 0.221 | — | — | — |
| 2026-08-09 | — | ✗ WRONG | +12.0 | 0.221 | — | — | — |
| 2026-08-07 | — | ✗ WRONG | +9.5 | 0.221 | — | — | — |
| 2026-08-06 | — | ✗ WRONG | +8.5 | 0.221 | — | — | — |
| 2026-08-05 | — | ✗ WRONG | -25.3 | 0.221 | — | — | — |
| 2026-08-04 | — | ✗ WRONG | +9.9 | 0.221 | — | — | — |
| 2026-08-03 | — | ✗ WRONG | +33.9 | 0.221 | — | — | — |
| 2026-08-02 | — | ✗ WRONG | +12.6 | 0.221 | — | — | — |
| 2026-07-31 | — | ✗ WRONG | +26.0 | 0.221 | — | — | — |
| 2026-07-30 | — | ✓ CORRECT | +0.8 | 0.281 | — | — | — |
| 2026-07-29 | — | ✗ WRONG | +77.8 | 0.221 | — | — | — |
| 2026-07-28 | — | ✗ WRONG | +127.5 | 0.221 | — | — | — |
| 2026-07-27 | — | ✗ WRONG | +120.8 | 0.221 | — | — | — |
| 2026-07-26 | — | ✓ CORRECT | +116.7 | 0.281 | ✓ CORRECT | +245.1 | 0.281 |
| 2026-07-24 | — | ✗ WRONG | +137.9 | 0.221 | ✗ WRONG | +266.3 | 0.221 |
OTHER DESKS
USD/JPY+0.02%
158.93
RISK ON DOLLAR OFF
" CONF"47%
"
"RATE DIFF"1.52
"COT PCT"44
"RVOL 20D"10.30
USD/INR-0.65%
95.1531
INR NEUTRAL
" CONF"47%
"
"RATE DIFF"-2.70
"COT PCT"N/A
"RVOL 20D"3.65
REGIME HISTORY (7D)
2026-08-21NEUTRAL47%
2026-08-20NEUTRAL47%
2026-08-19NEUTRAL47%
2026-08-18NEUTRAL47%
2026-08-17NEUTRAL47%
2026-08-16NEUTRAL47%
2026-08-14NEUTRAL47%
CONFIDENCE TREND (14D)
2026-08-03THRESHOLD: 55% (OFF-SCALE)2026-08-21
REGIME TIMELINE (30D)
2026-07-192026-08-21
STRENGTH
WEAKNESS
VOL
OTHER