Read the regime before consensus does.
Consensus reacts after the event — after the drawdown,
the panic, and the rebound.
RegimeSignal™ was engineered to classify the market's full cycle. Its multi-signal framework is designed to flag forming bear regimes, correction landmines, the panic, and the rebound — before they become consensus.
Approximately 84% validated signal precision across the S&P 500 cycle.1
Not hindsight. Not lagging indicators. Forward-looking market regime intelligence.
Institutional-grade · made available to everyone
Available on desktop & iPad — browser-based, no download required.
Market change signal — Each dot below is a real signal fire on the S&P 500. The arrow shows what happened next.
This is the model's track record — not a forecast, the receipts.
Dated snapshot · 5/26/26 · not live— for current reads see the Market Terminal below
Illustrative chart shape until backend serves real fire dates · all precisions, counts, and OOS windows above are locked and real.
~84%
Average precision on historical validation across BRS, MBS T1, MBS T2, RRS
~4%
Aggregate false-positive rate
~4 mo
Average forward window
Regular
Walk-forward refit cadence
Walk-forward validated · S&P 500 · HybridBrain™
Validated signal precision
Approximately 84% validated signal precision across the S&P 500 cycle.1
RegimeSignal™ calls the full S&P 500 cycle — pullbacks, corrections, bear regimes, and recoveries — months ahead, averaging ~84% out-of-sample precision across its four signals: bear-market detection (BRS) ~86%, pullback forecasts (MBS T1) ~83%, correction forecasts (MBS T2) ~84%, and recovery confirmation (RRS) ~82%2 — walk-forward validated and independently PhD-validated & audited.
To our knowledge (public-market review, June 2026), it's the only publicly documented commercial framework reporting per-signal forward precision across a full-cycle regime taxonomy with this validation.
What it's for
A full-cycle early market warning system.
One purpose, four jobs. Below is what RegimeSignal™ is built to do — the signals that power each job come right after.
Anticipate
Read forming bear regimes well before they reach consensus.
Observe
Frame pullbacks, drawdowns, and weakening internals while they're still forming.
Re-engage
Confirm bull recoveries with conviction — not on the headline bounce.
Filter
Separate routine noise from regime-level structural change.
The data engine
Most market calls run on opinion. Ours runs on the economy itself.
Every signal RegimeSignal™ fires is built from live, authoritative data — not pundit instinct, not a backtested guess frozen in time. The model reads the same 24 Federal Reserve economic series that move policy, refreshed every market day, and fuses them with real-time price, breadth, sentiment, and news.
24
Live FRED economic series
30+
Total live data streams
Daily
Refresh cadence, every market day
1987
Sentiment history depth (AAII)
Yield curve · CPI & core inflation · credit spreads · payrolls · Fed balance sheet · industrial production · jobless claims · housing · money supply — plus live equity, volatility, breadth, fear/greed, and AI-scored news flow.
When the economy shifts, the model sees it in the data — often weeks before the headlines admit it.
The signals
Four validated models. One complete-cycle foresight engine for the S&P 500.
Each signal is independently constructed and walk-forward validated. Together with Bull Velocity and Bear Velocity, they cover the full S&P 500 cycle — from pullback warning to bear regime to confirmed recovery.
BRS
Bear Regime Signal™
86%¹
Precision when fires
Sees bear markets coming as they form — not after the damage is done. Fires Bear Alerts as the early warning layer for −20% regime risk.
Bear Alert · regime classifier
MBS T1
Market Break Signal — Tier 1
83%²
Precision when fires
Calls −5% pullbacks ahead of the move and triggers the Neutral state — a tactical heads-up before the dip.
Pullback · −5% · Neutral state trigger
MBS T2
Market Break Signal — Tier 2
84%³
Precision when fires
Calls −10% corrections four months ahead — the kind that actually hurt — and hands off to BRS when conditions deepen toward bear.
Correction · −10% · Underperform trigger
RRS
Regime Recovery Signal™
82%⁴ †
Precision when fires
Calls bull-market recovery (+10%) ahead. Stays silent during fake-out rallies, speaks up when the bull is real — the high-conviction recovery confirmation, historically associated with durable bull recoveries.
Recovery · +10% confirmation
Directional gauges only5 — not state triggers; excluded from the 4-signal aggregate due to statistical thinness, disclosed honestly. Useful as supporting context; their contribution to the composite score diminishes as signals decay over time.
Bull Velocity Rating
BWS engineWithin-bull weakening score — watches floorboards creak before the house comes down. 87% within-bull precision across 47 OOS months but AUC 0.67 with N=14 negatives — confirmatory only, not a fire signal.
Bear Velocity Rating
BES engineWithin-bear directional gauge tracking bear-to-recovery transitions. Often precedes RRS by weeks during recovery turns. 21 LOO-CV samples (COVID-dominated) — not walk-forward validated; confirmation only, never a fire signal.
Bull Health Tracker
BHT · descriptive0–100 descriptive companion to Bull Velocity, calibrated against 33 years of bull history (310 clean bull months 1993–2026). Second lens on the same evidence — 60 ≈ historical bull low, 90 ≈ historical bull peak.
Pullback Resolution Gauge
PRG · Neutral companionWithin-Neutral directional gauge — measures which way a Neutral state is resolving. Composite of MBS T1, MBS T2, BRS distance-to-bear, and daily news flow. Components walk-forward validated; composite weighting is not. Confirmatory only.
Recovery Durability Gauge
RDG · Recovery companionWithin-Recovery directional gauge — distinguishes durable returns from bear-market rallies. Composite of RRS, Bear Velocity slope, BRS exit, price vs. 200-day MA, and credit spreads. Components walk-forward validated; composite weighting is not.
Independently Validated & Audited
Two independent PhD-level reviews of RegimeSignal's four S&P 500 signals — both reaching "Validated with Qualifications."
Methodology
Disciplined. Validated. Continuously adapted.
No black boxes, no narrative overlays — just a transparent, evidence-driven framework refit on a fixed cadence.
Walk-forward validation
Every signal is constructed and tested under walk-forward protocols designed to mirror real-time decision-making — not curve-fit hindsight.
Expanding-window refits
Classifier models are refit on a regular cadence using expanding windows, so the framework can adapt as markets evolve without discarding cycle history.
AI-augmented, not AI-driven
Machine learning sharpens signal construction and gauge calibration. The methodology, regime definitions, and decision logic remain transparent and auditable.
What it's for
Built for forward-looking risk decisions.
Detect bear formations
Identify the conditions under which S&P 500 bull markets historically transition into bear regimes — before they price.
Anticipate drawdowns
Surface weakening internals during active bull markets, when corrections are most often ignored by consensus.
Confirm recoveries
Distinguish durable bull market recoveries from bear market rallies using signal-based confirmation, not narrative.
Forward-looking signal intelligence
8 for 8 — every financially-driven S&P 500 bear regime caught ahead of time (7 of 7 in walk-forward OOS + 1990 in pre-OOS training history).
Bear markets called in advance: 1990 · 2000 · 2007 · 2011 · 2015 · 2018 · 2022 · 2025
Walk-forward OOS validation window covers 2000–2025; the 1990 cycle sits in pre-OOS training history.
Bear regime detection
304 OOS months, 2000–2025
5%+ drawdown ahead
154 OOS months, 2013–2025
10%+ correction ahead
154 OOS months, 2013–2025
Bull recovery (+10%)
154 OOS months, 2013–2025
Within-bull weakening (directional gauge)⁶
47 OOS walk-forward
Within-bear exit (directional gauge)⁷
21 LOO-CV, COVID-dominated
COVID March 2020 excluded as exogenous (handled by the HybridBrain™ ERI overlay). Validation summary across the locked model suite.
Precision = share of fires followed by the predicted event within the model's forward window. OOS = out-of-sample (walk-forward); LOO-CV = leave-one-out cross-validation. Past market signal record does not guarantee future results.
5 Directional engines (not formal signals): BWS — 47 OOS months, AUC 0.67, threshold ≥ 0.70, within-BULL only — powers Bull Velocity. BES — 21 LOO-CV BEAR months, threshold ≥ 0.55, within-BEAR only — powers Bear Velocity. BHT — descriptive 0–100 companion to Bull Velocity, calibrated against 310 clean bull months (1993–2026); inherits the BWS validation profile. PRG — within-NEUTRAL composite of MBS T1, MBS T2, BRS distance-to-bear, and news flow; components walk-forward validated (footnotes 1–3), composite weighting is not. RDG — within-RECOVERY composite of RRS, BES slope, BRS exit, SPX/200dma, HY OAS; components from validated signals (footnotes 1, 4) plus BES, composite weighting is not. ⚠ All five excluded from the formal 4-signal count — disclosed honestly.
Across the full cycle
Coverage from pullback to bear to recovery.
Each cycle state has a dedicated signal. Bull Velocity and Bear Velocity provide directional context within each regime.
Pullback
−5%
Neutral state trigger
Correction
−10%
Underperform trigger
Bear Market
−20%
Bear Alert · regime classifier fires
Recovery
+10%
Bull-market recovery confirmed
Bull Velocity surfaces within-bull weakening · Bear Velocity tracks within-bear intensity
The Market Terminal
Forward-looking intelligence, not lagging dashboards.
Every morning in RegimeSignal™ opens on the active S&P 500 regime read — banner state, early-warning signals, and where we sit on the full market cycle.
Active Regime · S&P 500 ·
Example · Not Live DataBull Fading
Bull momentum is fading. Warning signs are getting harder to ignore. — caution increasing.
HybridBrain Risk
5.98 Elevated
3-AI council + Developer · developer 6.8
Watching For
Correction more likely
Conditions deteriorating · a dip is more probable now
Posture
Stay engaged · review exposure
No signal firing yet · prepare for possible turn
Market Intelligence · Example
Four Early-Warning Signals · Full Market Cycle
Pullback
−5% drawdown risk
Quiet
Probability 0.42
MBS T1 · 83% precision
Correction
−10% drawdown ahead
Watching
Probability 0.31
MBS T2 · 84% precision
Bear Market
−20% regime forming
Quiet
Composite 18
BRS · 86% precision
Recovery
+10% bull confirmed
Not yet
Probability 0.32
RRS · 82%† precision
Cycle position · You are here
5 phases · exampleBEAR
−20%+
UNDERPERFORM
−10% correction
WATCHING
−5% pullback risk
You are here
BULL
Constructive
OUTPERFORM
+10% recovery
1 Walk-forward out-of-sample; aggregate of four classifier signals. Independently reviewed by two PhD-level analysts — PhD Validation and PhD Audit, both reaching "Validated with Qualifications." Hypothetical/model performance — not achieved by any client account. Past performance does not guarantee future results. See Disclosures.