[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: USDJPY desk · Last update: 2026-10-07T09:02:06
SPOT PRICE
158.30
+0.22% today
CONFIDENCE
47%
SIGNAL COMPOSITE
-0.32
BEAR -2BULL +2
DIRECTIONAL BIASNEUTRAL
DRIVERRate differential is the primary driver
MARCUS INVALIDATION—
RISK FLAGS
NO MAJOR ALERTS
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: NEUTRALVOL: NORMAL2026-10-06
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 | 1.90 | 2.53 | ↑ |
| COT net position pctile | — | — | — |
| Realized vol 20d | 5.36 | 2.02 | ↑ |
| Realized vol 5d | 2.11 | — | — |
| Implied vol 30d | — | — | — |
| Signal composite | -0.32 | -0.32 | ↓ |
| Risk reversal 25d | — | — | — |
| COT net position | — | — | — |
| COT asset mgr net | — | — | — |
| COT lev money net | — | — | — |
| BoJ Policy Rate | 0.98 | — | — |
| OI Delta | -17981.00 | — | — |
| Volume RVOL | 1.11 | — | — |
| Structural Instability | NO | — | — |
| Spot | 158.30 | — | — |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-29 | — | ✗ WRONG | +55.6 | 0.221 | — | — | — |
| 2026-09-28 | — | ✗ WRONG | +34.9 | 0.221 | — | — | — |
| 2026-09-27 | — | ✗ WRONG | +25.8 | 0.221 | — | — | — |
| 2026-09-25 | — | ✗ WRONG | +36.2 | 0.221 | — | — | — |
| 2026-09-24 | — | ✓ CORRECT | -48.0 | 0.281 | — | — | — |
| 2026-09-23 | — | ✓ CORRECT | -57.0 | 0.281 | — | — | — |
| 2026-09-22 | — | NEUTRAL | -1.7 | 0.221 | — | — | — |
| 2026-09-21 | — | NEUTRAL | -1.2 | 0.221 | — | — | — |
| 2026-09-20 | — | ✗ WRONG | +17.2 | 0.221 | — | — | — |
| 2026-09-18 | — | ✗ WRONG | +25.5 | 0.221 | — | — | — |
| 2026-09-17 | — | ✗ WRONG | +182.3 | 0.221 | — | — | — |
| 2026-09-16 | — | ✗ WRONG | +128.4 | 0.221 | — | — | — |
| 2026-09-15 | — | ✗ WRONG | +139.3 | 0.221 | — | — | — |
| 2026-09-14 | — | ✗ WRONG | +193.7 | 0.221 | — | — | — |
| 2026-09-13 | — | ✗ WRONG | +222.3 | 0.221 | — | — | — |
| 2026-09-11 | — | ✗ WRONG | +213.9 | 0.221 | — | — | — |
| 2026-09-10 | — | ✗ WRONG | +99.2 | 0.221 | — | — | — |
| 2026-09-09 | — | ✗ WRONG | +176.2 | 0.221 | — | — | — |
| 2026-09-08 | — | ✗ WRONG | +85.0 | 0.221 | ✗ WRONG | +278.1 | 0.221 |
| 2026-09-07 | — | NEUTRAL | +0.0 | 0.221 | ✗ WRONG | +227.4 | 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/INR+0.03%
96.3704
INR NEUTRAL
" CONF"47%
"
"RATE DIFF"-1.94
"COT PCT"N/A
"RVOL 20D"5.80
REGIME HISTORY (7D)
2026-10-06NEUTRAL47%
2026-10-05RISK ON DOLLAR OFF47%
2026-10-04RISK ON DOLLAR OFF47%
2026-10-02RISK ON DOLLAR OFF47%
2026-10-01RISK ON DOLLAR OFF47%
2026-09-30NEUTRAL47%
2026-09-29NEUTRAL47%
CONFIDENCE TREND (14D)
2026-09-17THRESHOLD: 55% (OFF-SCALE)2026-10-06
REGIME TIMELINE (30D)
2026-09-022026-10-06
STRENGTH
WEAKNESS
VOL
OTHER