[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 · 2517m
[ DATA STALE · 2517m OLD ]
Source: EURUSD desk · Last update: 2026-05-23T07:37:27
SPOT PRICE
1.1602
-0.14% today
CONFIDENCE
47%
SIGNAL COMPOSITE
+0.55
BEAR -2BULL +2
DIRECTIONAL BIASNEUTRAL
DRIVERCOT positioning is the primary driver
MARCUS INVALIDATION—
RISK FLAGS
NO MAJOR ALERTS
SPOT PRICE (30D)2026-03-30 → 2026-05-08
SIGNAL DECOMPOSITIONWEIGHTED COMPOSITE
RATE 45%
COT 25%
VOL 20%
OI 5%
SPECIAL 5%
REGIME FACTORS:RATE: NEUTRALCOT: BULLISHVOL: NORMAL2026-05-22
T+5 CAL
47%
T+5 BRIER
0.242
T+5 SHARPE
0.03
T+20 CAL
50%
T+20 BRIER
0.247
HYPOTHETICAL — BACKTEST PARAMETERS
ENTRY
WAIT
RVOL RANK
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 2.08 | 2.77 | ↑ |
| COT net position pctile | 74 | 1.42 | ↑ |
| Realized vol 20d | 4.51 | 0.39 | ↑ |
| Realized vol 5d | 3.99 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | 0.55 | 0.55 | ↑ |
| Risk reversal 25d | -1.35 | — | — |
| COT net position | -5041 | — | — |
| COT asset mgr net | -4539 | — | — |
| COT lev money net | -502 | — | — |
| ECB Balance Sheet | 6179.18 | — | — |
| Bund-BTP Spread | -0.74 | — | — |
| OI Delta | -14459.00 | — | — |
| Structural Instability | NO | — | — |
| Spot | 1.1602 | — | — |
PRIMARY DRIVERCOT positioning is the primary driver
SPECIAL FACTORBund-BTP + ECB BS: 0.08
VALIDATION HISTORY (LAST 20)
| DATE | PRED | T+5 OUT | T+5 RET | T+5 BRIER | T+20 OUT | T+20 RET | T+20 BRIER |
|---|---|---|---|---|---|---|---|
| 2026-05-17 | — | ✗ WRONG | -8.7 | 0.221 | — | — | — |
| 2026-05-15 | — | ✗ WRONG | -17.1 | 0.221 | — | — | — |
| 2026-05-14 | — | ✗ WRONG | -37.5 | 0.221 | — | — | — |
| 2026-05-13 | — | ✗ WRONG | -75.4 | 0.221 | — | — | — |
| 2026-05-12 | — | ✗ WRONG | -112.1 | 0.221 | — | — | — |
| 2026-05-10 | — | ✗ WRONG | -123.0 | 0.221 | — | — | — |
| 2026-05-08 | — | NEUTRAL | +0.0 | 0.001 | — | — | — |
| 2026-05-07 | — | ✗ WRONG | +35.9 | 0.221 | — | — | — |
| 2026-05-06 | — | ✗ WRONG | +62.9 | 0.221 | — | — | — |
| 2026-05-05 | — | ✗ WRONG | +83.2 | 0.221 | — | — | — |
| 2026-05-04 | — | ✗ WRONG | +53.6 | 0.221 | — | — | — |
| 2026-05-01 | — | ✗ WRONG | +51.5 | 0.221 | — | — | — |
| 2026-04-30 | — | ✗ WRONG | +53.5 | 0.221 | — | — | — |
| 2026-04-29 | — | NEUTRAL | -1.8 | 0.001 | — | — | — |
| 2026-04-28 | — | ✓ CORRECT | -26.9 | 0.281 | — | — | — |
| 2026-04-27 | — | ✗ WRONG | +17.2 | 0.221 | — | — | — |
| 2026-04-24 | — | ✗ WRONG | +38.6 | 0.223 | ✗ WRONG | -69.4 | 0.223 |
| 2026-04-23 | — | ✓ CORRECT | -18.2 | 0.281 | ✗ WRONG | -75.8 | 0.221 |
| 2026-04-22 | — | ✓ CORRECT | -22.5 | 0.258 | ✓ CORRECT | -102.5 | 0.258 |
| 2026-04-21 | — | ✓ CORRECT | -51.8 | 0.257 | ✓ CORRECT | -152.1 | 0.257 |
OTHER DESKS
USD/JPY+0.14%
159.19
RISK ON DOLLAR OFF
" CONF"52%
"
"RATE DIFF"1.56
"COT PCT"0
"RVOL 20D"9.90
USD/INR-0.53%
95.6900
INR APPRECIATION MODERATE
" CONF"52%
"
"RATE DIFF"-2.76
"COT PCT"N/A
"RVOL 20D"5.95
REGIME HISTORY (7D)
2026-05-22GROWTH SURPRISE USD47%
2026-05-21NEUTRAL47%
2026-05-20NEUTRAL47%
2026-05-19NEUTRAL47%
2026-05-18NEUTRAL47%
2026-05-17NEUTRAL47%
2026-05-15NEUTRAL47%
CONFIDENCE TREND (14D)
2026-05-01THRESHOLD: 55% (OFF-SCALE)2026-05-22
REGIME TIMELINE (30D)
2026-04-142026-05-22
STRENGTH
WEAKNESS
VOL
OTHER