[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 · 1317m
[ DATA STALE · 1317m OLD ]
Source: EURUSD desk · Last update: 2026-07-08T09:01:49
SPOT PRICE
1.1401
-0.35% today
CONFIDENCE
47%
SIGNAL COMPOSITE
-0.32
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVERVolatility dynamics dominate
MARCUS INVALIDATION1.1458
RISK FLAGS
COT EXTREMERATE DIVERGENCE
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: BEARISHCOT: BULLISHVOL: NORMALCOT: EXTREME HIGH2026-07-07
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
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 1.88 | 2.51 | ↑ |
| COT net position pctile | 96 | 2.76 | ↑ |
| Realized vol 20d | 4.63 | 0.64 | ↑ |
| Realized vol 5d | 3.74 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.32 | -0.32 | ↓ |
| Risk reversal 25d | — | — | — |
| COT net position | -2189 | — | — |
| COT asset mgr net | -3896 | — | — |
| COT lev money net | 1707 | — | — |
| ECB Balance Sheet | 6117.26 | — | — |
| Bund-BTP Spread | -0.77 | — | — |
| OI Delta | -16878.00 | — | — |
| Volume RVOL | 1.14 | — | — |
| Structural Instability | NO | — | — |
| Spot | 1.1401 | — | — |
PRIMARY DRIVERVolatility dynamics dominate
SPECIAL FACTORBund-BTP + ECB BS: 0.07
VALIDATION HISTORY (LAST 20)
| DATE | PRED | T+5 OUT | T+5 RET | T+5 BRIER | T+20 OUT | T+20 RET | T+20 BRIER |
|---|---|---|---|---|---|---|---|
| 2026-06-30 | — | ✓ CORRECT | -10.1 | 0.281 | — | — | — |
| 2026-06-29 | — | ✗ WRONG | +19.5 | 0.221 | — | — | — |
| 2026-06-28 | — | ✗ WRONG | +43.8 | 0.221 | — | — | — |
| 2026-06-26 | — | ✗ WRONG | +46.3 | 0.221 | — | — | — |
| 2026-06-25 | — | ✗ WRONG | +53.5 | 0.221 | — | — | — |
| 2026-06-24 | — | ✗ WRONG | +21.6 | 0.221 | — | — | — |
| 2026-05-21 | — | ✓ CORRECT | -5033.4 | 0.281 | ✓ CORRECT | -49278.0 | 0.281 |
| 2026-05-20 | — | ✓ CORRECT | -5057.7 | 0.281 | ✗ WRONG | +86.6 | 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 |
| 2026-04-20 | — | ✓ CORRECT | -29.7 | 0.272 | ✓ CORRECT | -74.2 | 0.272 |
| 2026-04-17 | — | ✓ CORRECT | -84.2 | 0.260 | ✗ WRONG | +5.9 | 0.240 |
| 2026-04-15 | — | ✓ CORRECT | -46.9 | 0.263 | ✓ CORRECT | -8.3 | 0.263 |
| 2026-04-14 | — | ✗ WRONG | +13.2 | 0.221 | ✗ WRONG | +17.7 | 0.221 |
| 2026-04-13 | — | ✗ WRONG | +56.4 | 0.221 | ✗ WRONG | +97.6 | 0.221 |
| 2026-04-09 | — | ✗ WRONG | +127.7 | 0.221 | ✗ WRONG | +75.3 | 0.221 |
| 2026-04-08 | — | ✗ WRONG | +96.1 | 0.221 | ✗ WRONG | +24.9 | 0.221 |
| 2026-03-23 | — | ✓ CORRECT | -59.1 | 0.281 | ✗ WRONG | +155.4 | 0.221 |
| 2026-03-20 | — | ✓ CORRECT | -36.7 | 0.281 | ✗ WRONG | +175.7 | 0.221 |
| 2026-03-19 | — | ✗ WRONG | +84.3 | 0.221 | ✗ WRONG | +296.2 | 0.221 |
OTHER DESKS
USD/JPY+0.01%
162.09
RISK ON DOLLAR OFF
" CONF"51%
"
"RATE DIFF"1.48
"COT PCT"0
"RVOL 20D"4.51
USD/INR-0.01%
95.5934
INR NEUTRAL VOL EXPANDING
" CONF"47%
"
"RATE DIFF"-2.89
"COT PCT"N/A
"RVOL 20D"15.14
REGIME HISTORY (7D)
2026-07-07NEUTRAL47%
2026-07-06NEUTRAL47%
2026-07-05NEUTRAL47%
2026-07-03NEUTRAL47%
2026-07-02NEUTRAL47%
2026-07-01RISK ON DOLLAR OFF47%
2026-06-30RISK ON DOLLAR OFF47%
CONFIDENCE TREND (14D)
2026-05-21THRESHOLD: 55% (OFF-SCALE)2026-07-07
REGIME TIMELINE (30D)
2026-05-052026-07-07
STRENGTH
WEAKNESS
VOL
OTHER