[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 · 1744m
[ DATA STALE · 1744m OLD ]
Source: USDJPY desk · Last update: 2026-08-22T09:01:53
SPOT PRICE
158.93
+0.02% today
CONFIDENCE
47%
SIGNAL COMPOSITE
-0.54
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVEROpen interest flow is the primary driver
MARCUS INVALIDATION159.7267
RISK FLAGS
RVOL ELEVATEDRATE DIVERGENCE
SPOT PRICE (30D)2026-05-19 → 2026-06-29
SIGNAL DECOMPOSITIONWEIGHTED COMPOSITE
RATE 40%
COT 20%
VOL 25%
OI 5%
SPECIAL 10%
REGIME FACTORS:RATE: BEARISHCOT: NEUTRALVOL: ELEVATED2026-08-21
T+5 CAL
47%
T+5 BRIER
0.250
T+5 SHARPE
0.01
T+20 CAL
48%
T+20 BRIER
0.250
HYPOTHETICAL — BACKTEST PARAMETERS
ENTRY
WAIT
RVOL RANK
1
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 1.52 | 2.03 | ↑ |
| COT net position pctile | 44 | -0.37 | → |
| Realized vol 20d | 10.30 | 1.23 | ↑ |
| Realized vol 5d | 6.51 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.54 | -0.54 | ↓ |
| Risk reversal 25d | — | — | — |
| COT net position | -35789 | — | — |
| COT asset mgr net | -25743 | — | — |
| COT lev money net | -67971 | — | — |
| BoJ Policy Rate | 0.84 | — | — |
| OI Delta | -11063.00 | — | — |
| Volume RVOL | 1.20 | — | — |
| Structural Instability | NO | — | — |
| Spot | 158.93 | — | — |
PRIMARY DRIVEROpen interest flow 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 | -18.4 | 0.281 | — | — | — |
| 2026-08-14 | — | ✓ CORRECT | -23.3 | 0.281 | — | — | — |
| 2026-08-13 | — | ✓ CORRECT | -36.9 | 0.277 | — | — | — |
| 2026-08-12 | — | ✓ CORRECT | -73.6 | 0.281 | — | — | — |
| 2026-08-11 | — | ✗ WRONG | +22.0 | 0.221 | — | — | — |
| 2026-08-10 | — | ✗ WRONG | +17.6 | 0.221 | — | — | — |
| 2026-08-09 | — | ✗ WRONG | +87.9 | 0.221 | — | — | — |
| 2026-08-07 | — | ✗ WRONG | +95.5 | 0.224 | — | — | — |
| 2026-08-06 | — | ✗ WRONG | +67.1 | 0.221 | — | — | — |
| 2026-08-05 | — | ✗ WRONG | +100.2 | 0.221 | — | — | — |
| 2026-08-04 | — | ✗ WRONG | +97.8 | 0.221 | — | — | — |
| 2026-08-03 | — | ✗ WRONG | +101.7 | 0.221 | — | — | — |
| 2026-08-02 | — | ✗ WRONG | +14.0 | 0.221 | — | — | — |
| 2026-07-31 | — | ✗ WRONG | +14.0 | 0.221 | — | — | — |
| 2026-07-30 | — | ✓ CORRECT | -69.0 | 0.281 | — | — | — |
| 2026-07-29 | — | ✓ CORRECT | -351.3 | 0.281 | — | — | — |
| 2026-07-28 | — | ✓ CORRECT | -379.5 | 0.281 | — | — | — |
| 2026-07-27 | — | ✓ CORRECT | -386.1 | 0.281 | — | — | — |
| 2026-07-26 | — | ✓ CORRECT | -376.2 | 0.281 | ✓ CORRECT | -290.3 | 0.281 |
| 2026-07-24 | — | ✓ CORRECT | -390.2 | 0.281 | ✓ CORRECT | -304.3 | 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/INR-0.65%
95.1531
INR NEUTRAL
" CONF"47%
"
"RATE DIFF"-2.70
"COT PCT"N/A
"RVOL 20D"3.65
REGIME HISTORY (7D)
2026-08-21RISK ON DOLLAR OFF47%
2026-08-20RISK ON DOLLAR OFF47%
2026-08-19RISK ON DOLLAR OFF47%
2026-08-18RISK ON DOLLAR OFF47%
2026-08-17RISK ON DOLLAR OFF47%
2026-08-16RISK ON DOLLAR OFF47%
2026-08-14RISK ON DOLLAR OFF47%
CONFIDENCE TREND (14D)
2026-08-03THRESHOLD: 55% (OFF-SCALE)2026-08-21
REGIME TIMELINE (30D)
2026-07-192026-08-21
STRENGTH
WEAKNESS
VOL
OTHER