[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 · 1796m
[ DATA STALE · 1796m OLD ]
Source: USDINR desk · Last update: 2026-08-22T09:01:47
SPOT PRICE
95.1531
-0.65% today
CONFIDENCE
47%
SIGNAL COMPOSITE
+0.11
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVERRate differential is the primary driver
MARCUS INVALIDATION95.6289
RISK FLAGS
RATE 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: NORMAL2026-08-21
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
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | -2.70 | -3.60 | ↓ |
| COT net position pctile | N/A | — | — |
| Realized vol 20d | 3.65 | -2.00 | ↓ |
| Realized vol 5d | 5.85 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | 0.11 | 0.11 | → |
| Risk reversal 25d | — | — | — |
| FPI flow (INR Cr) | — | — | — |
| Volume RVOL | 0.58 | — | — |
| Structural Instability | NO | — | — |
| Spot | 95.1531 | — | — |
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 |
|---|---|---|---|---|---|---|---|
| 2026-08-16 | — | ✓ CORRECT | -31.2 | 0.281 | — | — | — |
| 2026-08-14 | — | ✓ CORRECT | -48.4 | 0.281 | — | — | — |
| 2026-08-13 | — | ✗ WRONG | +38.8 | 0.221 | — | — | — |
| 2026-08-12 | — | ✗ WRONG | +15.9 | 0.221 | — | — | — |
| 2026-08-11 | — | ✗ WRONG | +45.7 | 0.221 | — | — | — |
| 2026-08-10 | — | ✗ WRONG | +31.1 | 0.221 | — | — | — |
| 2026-08-09 | — | ✗ WRONG | +42.4 | 0.221 | — | — | — |
| 2026-08-07 | — | ✗ WRONG | +50.0 | 0.221 | — | — | — |
| 2026-08-06 | — | ✗ WRONG | +9.4 | 0.221 | — | — | — |
| 2026-08-05 | — | ✗ WRONG | +28.1 | 0.221 | — | — | — |
| 2026-08-04 | — | ✗ WRONG | +29.7 | 0.221 | — | — | — |
| 2026-08-03 | — | ✗ WRONG | +6.8 | 0.221 | — | — | — |
| 2026-08-02 | — | ✓ CORRECT | -27.8 | 0.281 | — | — | — |
| 2026-07-31 | — | ✓ CORRECT | -27.9 | 0.281 | — | — | — |
| 2026-07-30 | — | ✓ CORRECT | -39.0 | 0.281 | — | — | — |
| 2026-07-29 | — | ✓ CORRECT | -68.3 | 0.281 | — | — | — |
| 2026-07-28 | — | ✓ CORRECT | -52.6 | 0.281 | — | — | — |
| 2026-07-27 | — | ✓ CORRECT | -46.3 | 0.281 | — | — | — |
| 2026-07-26 | — | ✓ CORRECT | -121.3 | 0.281 | ✓ CORRECT | -147.5 | 0.281 |
| 2026-07-24 | — | ✓ CORRECT | -103.7 | 0.281 | ✓ CORRECT | -129.9 | 0.281 |
OTHER DESKS
EUR/USD-0.09%
1.1677
NEUTRAL
" CONF"47%
"
"RATE DIFF"1.94
"COT PCT"97
"RVOL 20D"4.10
USD/JPY+0.02%
158.93
RISK ON DOLLAR OFF
" CONF"47%
"
"RATE DIFF"1.52
"COT PCT"44
"RVOL 20D"10.30
REGIME HISTORY (7D)
2026-08-21INR NEUTRAL47%
2026-08-20INR NEUTRAL47%
2026-08-19INR NEUTRAL47%
2026-08-18INR APPRECIATION MODERATE47%
2026-08-17INR APPRECIATION MODERATE47%
2026-08-16INR APPRECIATION MODERATE47%
2026-08-14INR APPRECIATION MODERATE47%
CONFIDENCE TREND (14D)
2026-08-03THRESHOLD: 55% (OFF-SCALE)2026-08-21
REGIME TIMELINE (30D)
2026-07-192026-08-21
STRENGTH
WEAKNESS
VOL
OTHER