[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 · 1321m
[ DATA STALE · 1321m OLD ]
Source: USDINR desk · Last update: 2026-07-08T09:01:56
SPOT PRICE
95.5934
-0.01% today
CONFIDENCE
47%
SIGNAL COMPOSITE
+0.06
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVERRate differential is the primary driver
MARCUS INVALIDATION96.0714
RISK FLAGS
RVOL ELEVATEDRATE DIVERGENCE
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: BEARISHVOL: ELEVATED2026-07-07
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
ENTER
RVOL RANK
1
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | -2.89 | -3.85 | ↓ |
| COT net position pctile | N/A | — | — |
| Realized vol 20d | 15.14 | 1.35 | ↑ |
| Realized vol 5d | 8.99 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | 0.06 | 0.06 | → |
| Risk reversal 25d | — | — | — |
| FPI flow (INR Cr) | — | — | — |
| Volume RVOL | 1.08 | — | — |
| Structural Instability | NO | — | — |
| Spot | 95.5934 | — | — |
PRIMARY DRIVERRate differential is the primary driver
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 | — | ✗ WRONG | +70.9 | 0.221 | — | — | — |
| 2026-06-29 | — | ✗ WRONG | +85.4 | 0.221 | — | — | — |
| 2026-06-28 | — | ✗ WRONG | +23.5 | 0.221 | — | — | — |
| 2026-06-26 | — | ✗ WRONG | +289.7 | 0.221 | — | — | — |
| 2026-06-25 | — | ✗ WRONG | +118.6 | 0.221 | — | — | — |
| 2026-06-24 | — | ✗ WRONG | +102.9 | 0.221 | — | — | — |
| 2026-05-25 | — | ✗ WRONG | +44018.5 | 0.221 | ✓ CORRECT | -155.4 | 0.281 |
| 2026-05-24 | — | ✗ WRONG | +44127.9 | 0.221 | ✓ CORRECT | -159.0 | 0.281 |
| 2026-05-22 | — | ✓ CORRECT | -13.1 | 0.226 | ✓ CORRECT | -44300.1 | 0.226 |
| 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 |
| 2026-05-19 | — | ✓ CORRECT | -1071.6 | 0.281 | — | — | — |
| 2026-05-18 | — | ✓ CORRECT | -106.2 | 0.281 | — | — | — |
| 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 | 0.221 | — | — | — |
OTHER DESKS
EUR/USD-0.35%
1.1401
NEUTRAL
" CONF"47%
"
"RATE DIFF"1.88
"COT PCT"96
"RVOL 20D"4.63
USD/JPY+0.01%
162.09
RISK ON DOLLAR OFF
" CONF"51%
"
"RATE DIFF"1.48
"COT PCT"0
"RVOL 20D"4.51
REGIME HISTORY (7D)
2026-07-07INR NEUTRAL VOL EXPANDING47%
2026-07-06INR NEUTRAL VOL EXPANDING47%
2026-07-05INR NEUTRAL VOL EXPANDING47%
2026-07-03INR NEUTRAL VOL EXPANDING47%
2026-07-02INR NEUTRAL VOL EXPANDING47%
2026-07-01INR NEUTRAL VOL EXPANDING47%
2026-06-30INR NEUTRAL VOL EXPANDING47%
CONFIDENCE TREND (14D)
2026-05-21THRESHOLD: 55% (OFF-SCALE)2026-07-07
REGIME TIMELINE (30D)
2026-05-052026-07-07
STRENGTH
WEAKNESS
VOL
OTHER