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Regime

What it is

Regime — registry key regime.

Health-score regime classification (NORMAL / RISK_OFF / PANIC / etc.).

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

Top-level regime classifier — RISK-ON / NEUTRAL / TRANSITIONAL / CAUTIOUS / RISK-OFF / CRISIS. Composite of VIX level, alignment, breadth, and cascade stage. 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)

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.