S&P 500 Regime Detection
Last updated: 2026-09-25
Win Ratio
77.8%
Total Profit
91.69%
Last Trade Profit
12.84%
Model vs Buy & Hold (from 2021)
| Metric | Model | Buy & Hold |
|---|---|---|
| Total Return | 96.53% | 108.18% |
| Annualized Return | 12.52% | 13.66% |
| Max Drawdown | -21.25% | -25.43% |
Signal: Maintain current BUY position initiated 2025-12-12 at 6827 until next regime shift
Objective
- Market Regimes detection. This model uses Hidden Markov Models (HMM) to identify underlying market states. Instead of following daily noise, it detects shifts between regimes.
Input
- The model analyzes historical S&P 500 prices to determine the most probable regime
Output
- Blue signal indicates a transition to Buy and red signal a transition to Sell
Strategy
- The model is designed for tactical positioning. It implies entering or exiting at each signal flip and holding the position for the full duration of the detected state.
This information is for informational purposes only and does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Past performance is not indicative of future results. Always consult a licensed financial advisor before making any investment decisions.