snapshot
current regime
—
—
last close
—
—
20d rolling return
—
threshold ±2.00%
history
—
—
price — last 90 days
regime by day — last 90 days
——
Bear (20d < −2%)
Sideways
Bull (20d > +2%)
transition matrix — full history
| → Bear | → Sideways | → Bull | |
|---|---|---|---|
| From Bear | |||
| From Sideways | |||
| From Bull |
stationary distribution
next-day probabilities (from current)