[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 · 619m
[ DATA STALE · 619m OLD ]
Source: EURUSD desk · Last update: 2026-10-07T09:01:48
SPOT PRICE
1.1253
+0.32% today
CONFIDENCE
47%
SIGNAL COMPOSITE
+0.48
BEAR -2BULL +2
DIRECTIONAL BIASNEUTRAL
DRIVERVolatility dynamics dominate
MARCUS INVALIDATION—
RISK FLAGS
NO MAJOR ALERTS
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: NEUTRALVOL: NORMAL2026-10-06
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
ENTER
RVOL RANK
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 2.34 | 3.12 | ↑ |
| COT net position pctile | — | — | — |
| Realized vol 20d | 4.04 | -1.27 | ↓ |
| Realized vol 5d | 5.58 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | 0.48 | 0.48 | ↑ |
| Risk reversal 25d | — | — | — |
| COT net position | — | — | — |
| COT asset mgr net | — | — | — |
| COT lev money net | — | — | — |
| ECB Balance Sheet | 5897.26 | — | — |
| Bund-BTP Spread | -0.81 | — | — |
| OI Delta | -812821.00 | — | — |
| Volume RVOL | 1.15 | — | — |
| Structural Instability | NO | — | — |
| Spot | 1.1253 | — | — |
PRIMARY DRIVERVolatility dynamics dominate
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-29 | — | ✗ WRONG | -77.5 | 0.221 | — | — | — |
| 2026-09-28 | — | ✗ WRONG | -136.5 | 0.221 | — | — | — |
| 2026-09-27 | — | ✗ WRONG | -111.3 | 0.221 | — | — | — |
| 2026-09-25 | — | ✗ WRONG | -121.5 | 0.221 | — | — | — |
| 2026-09-24 | — | ✗ WRONG | -110.8 | 0.221 | — | — | — |
| 2026-09-23 | — | ✗ WRONG | -48.0 | 0.221 | — | — | — |
| 2026-09-22 | — | ✗ WRONG | -94.4 | 0.221 | — | — | — |
| 2026-09-21 | — | ✗ WRONG | -81.1 | 0.221 | — | — | — |
| 2026-09-20 | — | ✗ WRONG | -77.6 | 0.221 | — | — | — |
| 2026-09-18 | — | ✗ WRONG | -82.5 | 0.221 | — | — | — |
| 2026-09-17 | — | ✗ WRONG | -89.3 | 0.221 | — | — | — |
| 2026-09-16 | — | ✗ WRONG | -76.0 | 0.221 | — | — | — |
| 2026-09-15 | — | ✗ WRONG | -76.9 | 0.221 | — | — | — |
| 2026-09-14 | — | ✗ WRONG | -73.4 | 0.221 | — | — | — |
| 2026-09-13 | — | ✗ WRONG | -94.6 | 0.221 | — | — | — |
| 2026-09-11 | — | ✗ WRONG | -98.8 | 0.239 | — | — | — |
| 2026-09-10 | — | ✗ WRONG | -117.3 | 0.221 | — | — | — |
| 2026-09-09 | — | ✗ WRONG | -143.3 | 0.221 | — | — | — |
| 2026-09-08 | — | ✗ WRONG | -78.9 | 0.221 | ✗ WRONG | -327.8 | 0.221 |
| 2026-09-07 | — | ✗ WRONG | -69.0 | 0.221 | ✗ WRONG | -360.0 | 0.221 |
OTHER DESKS
USD/JPY+0.22%
158.30
NEUTRAL
" CONF"47%
"
"RATE DIFF"1.90
"COT PCT"—
"RVOL 20D"5.36
USD/INR+0.03%
96.3704
INR NEUTRAL
" CONF"47%
"
"RATE DIFF"-1.94
"COT PCT"N/A
"RVOL 20D"5.80
REGIME HISTORY (7D)
2026-10-06GROWTH SURPRISE USD47%
2026-10-05GROWTH SURPRISE USD47%
2026-10-04GROWTH SURPRISE USD47%
2026-10-02GROWTH SURPRISE USD47%
2026-10-01NEUTRAL47%
2026-09-30NEUTRAL47%
2026-09-29NEUTRAL47%
CONFIDENCE TREND (14D)
2026-09-17THRESHOLD: 55% (OFF-SCALE)2026-10-06
REGIME TIMELINE (30D)
2026-09-022026-10-06
STRENGTH
WEAKNESS
VOL
OTHER