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Regime

What it is

Regime — registry key regime.

Macro regime classifier output — PANIC / RISK-OFF / RISK-ON / CAUTIOUS / TRANSITIONAL, evaluated most-severe-first.

Data-pyramid tier

T4 — Regime / state. This metric sits at the regime / state layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

Horizon: COINCIDENT — a state read, not a forecast.

Coincident state descriptor, not a forecast — and not the same mechanism as score_weights.json’s regime_overrides (a separate, energy_regime-keyed conditional-scaling pattern). This label’s only weighting effect: PANIC amplifies credit/volatility alignment weight 1.5x (app/signals/regime.py:_category_regime_weight).

Source

Source module: capture
Data source: computed

Derived metric — produced inside the platform (app/signals/capture.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.

How it’s computed

Sequential first-match classifier over four inputs — DIX (dark-pool positioning), GEX (dealer gamma), HY OAS (credit spread), and breadth (% of names above their 50-day SMA) — evaluated most-severe-first: PANIC (VIX term structure in backwardation AND at least one extreme stress signal) → RISK-OFF (any single strong negative signal) → RISK-ON (all four signals constructive) → CAUTIOUS (institutional buying + positive GEX with some caution) → TRANSITIONAL (the mixed-signal fallback). Cut-points live in regime_config.json. See app/signals/regime.py:classify_regime.

Where it surfaces

• API field: regime on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: intraday_signals row (per-cycle snapshot)

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

• Publishes: intraday

See also

• /kb/regimes — narrative-style article on this metric.
• /kb/api/get-signals-latest — API endpoint that serves this field.