[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: USDINR desk · Last update: 2026-10-07T09:01:59
SPOT PRICE
96.3704
+0.03% today
CONFIDENCE
47%
SIGNAL COMPOSITE
-0.36
BEAR -2BULL +2
DIRECTIONAL BIASNEUTRAL
DRIVERMixed signals — no single dominant factor
MARCUS INVALIDATION—
RISK FLAGS
NO MAJOR ALERTS
SPOT PRICE (30D)2026-05-19 → 2026-06-29
SIGNAL DECOMPOSITIONWEIGHTED COMPOSITE
RATE 30%
VOL 20%
OI 5%
SPECIAL 20%
FPI 15%
REGIME FACTORS:RATE: NEUTRALVOL: NORMAL2026-10-06
T+5 CAL
49%
T+5 BRIER
0.250
T+5 SHARPE
0.03
T+20 CAL
55%
T+20 BRIER
0.253
HYPOTHETICAL — BACKTEST PARAMETERS
ENTRY
WAIT
RVOL RANK
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | -1.94 | -2.59 | ↓ |
| COT net position pctile | N/A | — | — |
| Realized vol 20d | 5.80 | 2.02 | ↑ |
| Realized vol 5d | 2.29 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.36 | -0.36 | ↓ |
| Risk reversal 25d | — | — | — |
| FPI flow (INR Cr) | — | — | — |
| Volume RVOL | 0.73 | — | — |
| Structural Instability | NO | — | — |
| Spot | 96.3704 | — | — |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-29 | — | ✗ WRONG | +33.2 | 0.252 | — | — | — |
| 2026-09-28 | — | ✗ WRONG | +38.6 | 0.221 | — | — | — |
| 2026-09-27 | — | ✗ WRONG | +35.8 | 0.221 | — | — | — |
| 2026-09-25 | — | ✗ WRONG | +96.2 | 0.221 | — | — | — |
| 2026-09-24 | — | ✗ WRONG | +6.5 | 0.221 | — | — | — |
| 2026-09-23 | — | ✗ WRONG | +19.5 | 0.221 | — | — | — |
| 2026-09-22 | — | ✗ WRONG | +37.5 | 0.221 | — | — | — |
| 2026-09-21 | — | ✗ WRONG | +27.1 | 0.221 | — | — | — |
| 2026-09-20 | — | ✗ WRONG | -83.9 | 0.221 | — | — | — |
| 2026-09-18 | — | ✗ WRONG | -81.0 | 0.221 | — | — | — |
| 2026-09-17 | — | ✗ WRONG | +37.9 | 0.221 | — | — | — |
| 2026-09-16 | — | ✗ WRONG | -40.8 | 0.221 | — | — | — |
| 2026-09-15 | — | ✗ WRONG | -31.5 | 0.221 | — | — | — |
| 2026-09-14 | — | ✗ WRONG | -12.9 | 0.221 | — | — | — |
| 2026-09-13 | — | ✗ WRONG | +99.8 | 0.221 | — | — | — |
| 2026-09-11 | — | ✗ WRONG | +40.4 | 0.221 | — | — | — |
| 2026-09-10 | — | ✗ WRONG | +10.9 | 0.221 | — | — | — |
| 2026-09-09 | — | ✗ WRONG | +106.9 | 0.221 | — | — | — |
| 2026-09-08 | — | ✗ WRONG | +120.5 | 0.221 | ✗ WRONG | +159.8 | 0.221 |
| 2026-09-07 | — | ✗ WRONG | +141.2 | 0.221 | ✗ WRONG | +194.0 | 0.221 |
OTHER DESKS
EUR/USD+0.32%
1.1253
GROWTH SURPRISE USD
" CONF"47%
"
"RATE DIFF"2.34
"COT PCT"—
"RVOL 20D"4.04
USD/JPY+0.22%
158.30
NEUTRAL
" CONF"47%
"
"RATE DIFF"1.90
"COT PCT"—
"RVOL 20D"5.36
REGIME HISTORY (7D)
2026-10-06INR NEUTRAL47%
2026-10-05INR NEUTRAL47%
2026-10-04INR NEUTRAL47%
2026-10-02INR NEUTRAL47%
2026-10-01INR NEUTRAL47%
2026-09-30INR NEUTRAL VOL EXPANDING47%
2026-09-29INR DEPRECIATION MODERATE50%
CONFIDENCE TREND (14D)
2026-09-17THRESHOLD: 55% (OFF-SCALE)2026-10-06
REGIME TIMELINE (30D)
2026-09-022026-10-06
STRENGTH
WEAKNESS
VOL
OTHER