[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 · 1255m
[ DATA STALE · 1255m OLD ]
Source: USDJPY desk · Last update: 2026-07-08T09:02:01
SPOT PRICE
162.09
+0.01% today
CONFIDENCE
51%
SIGNAL COMPOSITE
-0.74
BEAR -2BULL +2
DIRECTIONAL BIASBEARISH
DRIVERCOT positioning is the primary driver
MARCUS INVALIDATION162.9005
RISK FLAGS
COT EXTREMERATE 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: BEARISHVOL: NORMALCOT: EXTREME LOW2026-07-07
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
0
SIGNALS TABLE
| SIGNAL | VALUE | SCORE | TREND |
|---|---|---|---|
| Rate differential 2Y | 1.48 | 1.97 | ↑ |
| COT net position pctile | 0 | -3.00 | ↓ |
| Realized vol 20d | 4.51 | -2.00 | ↓ |
| Realized vol 5d | 7.22 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.74 | -0.74 | ↓ |
| Risk reversal 25d | — | — | — |
| COT net position | -136423 | — | — |
| COT asset mgr net | -68693 | — | — |
| COT lev money net | -115400 | — | — |
| BoJ Policy Rate | 0.73 | — | — |
| OI Delta | 7795.00 | — | — |
| Structural Instability | NO | — | — |
| Spot | 162.09 | — | — |
PRIMARY DRIVERCOT positioning 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 | -33.1 | 0.221 | — | — | — |
| 2026-06-29 | — | ✗ WRONG | +8.6 | 0.221 | — | — | — |
| 2026-06-28 | — | ✗ WRONG | -26.2 | 0.221 | — | — | — |
| 2026-06-26 | — | ✗ WRONG | -22.7 | 0.221 | — | — | — |
| 2026-06-25 | — | ✗ WRONG | -21.5 | 0.221 | — | — | — |
| 2026-06-24 | — | ✗ WRONG | +49.1 | 0.221 | — | — | — |
| 2026-05-21 | — | ✓ CORRECT | -5033.4 | 0.189 | ✓ CORRECT | -49278.0 | 0.189 |
| 2026-05-20 | — | ✗ WRONG | +28.2 | 0.319 | — | — | — |
| 2026-05-19 | — | ✗ WRONG | +18.1 | 0.319 | — | — | — |
| 2026-05-18 | — | ✗ WRONG | +5.5 | 0.344 | — | — | — |
| 2026-05-17 | — | ✗ WRONG | +22.3 | 0.346 | — | — | — |
| 2026-05-15 | — | ✗ WRONG | +27.4 | 0.343 | — | — | — |
| 2026-05-14 | — | ✗ WRONG | +36.9 | 0.342 | — | — | — |
| 2026-05-13 | — | ✗ WRONG | +67.1 | 0.335 | — | — | — |
| 2026-05-12 | — | ✗ WRONG | +86.5 | 0.336 | — | — | — |
| 2026-05-11 | — | ✗ WRONG | +102.7 | 0.335 | — | — | — |
| 2026-05-10 | — | ✗ WRONG | +120.7 | 0.336 | — | — | — |
| 2026-05-08 | — | NEUTRAL | +0.0 | 0.221 | — | — | — |
| 2026-05-07 | — | ✗ WRONG | +7.2 | 0.221 | — | — | — |
| 2026-05-06 | — | ✓ CORRECT | -67.2 | 0.281 | — | — | — |
OTHER DESKS
EUR/USD-0.35%
1.1401
NEUTRAL
" CONF"47%
"
"RATE DIFF"1.88
"COT PCT"96
"RVOL 20D"4.63
USD/INR-0.01%
95.5934
INR NEUTRAL VOL EXPANDING
" CONF"47%
"
"RATE DIFF"-2.89
"COT PCT"N/A
"RVOL 20D"15.14
REGIME HISTORY (7D)
2026-07-07RISK ON DOLLAR OFF51%
2026-07-06RISK ON DOLLAR OFF47%
2026-07-05NEUTRAL47%
2026-07-03RISK ON DOLLAR OFF52%
2026-07-02RISK ON DOLLAR OFF51%
2026-07-01NEUTRAL47%
2026-06-30NEUTRAL47%
CONFIDENCE TREND (14D)
2026-05-22THRESHOLD: 55% (OFF-SCALE)2026-07-07
REGIME TIMELINE (30D)
2026-05-072026-07-07
STRENGTH
WEAKNESS
VOL
OTHER