[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 · 2516m
[ DATA STALE · 2516m OLD ]
Source: USDINR desk · Last update: 2026-05-23T07:37:31
SPOT PRICE
95.6900
-0.53% today
CONFIDENCE
52%
SIGNAL COMPOSITE
-0.93
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVERMixed signals — no single dominant factor
MARCUS INVALIDATION96.1684
RISK FLAGS
RATE DIVERGENCE
SPOT PRICE (30D)2026-03-30 → 2026-05-08
SIGNAL DECOMPOSITIONWEIGHTED COMPOSITE
RATE 30%
VOL 20%
OI 5%
SPECIAL 20%
FPI 15%
REGIME FACTORS:RATE: BEARISHVOL: NORMAL2026-05-22
T+5 CAL
49%
T+5 BRIER
0.230
T+5 SHARPE
0.09
T+20 CAL
55%
T+20 BRIER
0.243
HYPOTHETICAL — BACKTEST PARAMETERS
ENTRY
WAIT
RVOL RANK
1
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | -2.76 | -3.68 | ↓ |
| COT net position pctile | N/A | — | — |
| Realized vol 20d | 5.95 | -0.57 | ↓ |
| Realized vol 5d | 6.98 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.93 | -0.93 | ↓ |
| Risk reversal 25d | -1.79 | — | — |
| FPI flow (INR Cr) | — | — | — |
| India VIX | 17.91 | — | — |
| Structural Instability | NO | — | — |
| Spot | 95.6900 | — | — |
PRIMARY DRIVERMixed signals — no single dominant factor
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 | — | ✓ CORRECT | -35.7 | 0.281 | — | — | — |
| 2026-05-15 | — | ✓ CORRECT | -24.5 | 0.281 | — | — | — |
| 2026-05-14 | — | ✗ WRONG | +51.1 | 0.221 | — | — | — |
| 2026-05-13 | — | ✗ WRONG | +116.8 | 0.221 | — | — | — |
| 2026-05-12 | — | ✗ WRONG | +93.6 | 0.221 | — | — | — |
| 2026-05-10 | — | ✗ WRONG | +151.1 | 0.221 | — | — | — |
| 2026-05-08 | — | NEUTRAL | +0.0 | 0.001 | — | — | — |
| 2026-05-07 | — | ✗ WRONG | -14.6 | 0.221 | — | — | — |
| 2026-05-06 | — | ✗ WRONG | -75.2 | 0.221 | — | — | — |
| 2026-05-05 | — | ✗ WRONG | -83.2 | 0.221 | — | — | — |
| 2026-05-04 | — | ✗ WRONG | -45.7 | 0.221 | — | — | — |
| 2026-05-01 | — | ✗ WRONG | -30.6 | 0.221 | — | — | — |
| 2026-04-30 | — | ✗ WRONG | -32.6 | 0.221 | — | — | — |
| 2026-04-29 | — | ✓ CORRECT | +56.6 | 0.281 | — | — | — |
| 2026-04-28 | — | ✓ CORRECT | +105.6 | 0.281 | — | — | — |
| 2026-04-27 | — | ✓ CORRECT | +69.0 | 0.281 | — | — | — |
| 2026-04-24 | — | ✓ CORRECT | +68.4 | 0.281 | ✓ CORRECT | +159.7 | 0.281 |
| 2026-04-23 | — | ✓ CORRECT | +118.3 | 0.281 | ✓ CORRECT | +249.9 | 0.281 |
| 2026-04-22 | — | ✓ CORRECT | +108.6 | 0.281 | ✓ CORRECT | +305.6 | 0.281 |
| 2026-04-21 | — | ✓ CORRECT | +121.1 | 0.281 | ✓ CORRECT | +363.0 | 0.281 |
OTHER DESKS
EUR/USD-0.14%
1.1602
GROWTH SURPRISE USD
" CONF"47%
"
"RATE DIFF"2.08
"COT PCT"74
"RVOL 20D"4.51
USD/JPY+0.14%
159.19
RISK ON DOLLAR OFF
" CONF"52%
"
"RATE DIFF"1.56
"COT PCT"0
"RVOL 20D"9.90
REGIME HISTORY (7D)
2026-05-22INR APPRECIATION MODERATE52%
2026-05-21INR APPRECIATION MODERATE47%
2026-05-20INR APPRECIATION MODERATE47%
2026-05-19INR APPRECIATION MODERATE47%
2026-05-18INR NEUTRAL47%
2026-05-17INR NEUTRAL47%
2026-05-15INR NEUTRAL47%
CONFIDENCE TREND (14D)
2026-05-01THRESHOLD: 55% (OFF-SCALE)2026-05-22
REGIME TIMELINE (30D)
2026-04-142026-05-22
STRENGTH
WEAKNESS
VOL
OTHER