Market Regime Intelligence

Read the market shift before consensus does.

Consensus reacts after the event — after the drawdown, the panic, and the rebound.

Average 84% validated prediction signal precision across the S&P 500 cycle.1

RegimeSignal was engineered to predict the S&P 500's full market cycle. Its multi-signal framework is designed to flag forming bear regimes, correction landmines, the panic, and the rebound — before they become consensus. The same regime intelligence extends to equity sector calls, global index drawdown alerts, and individual stock calls — so you see the full picture, not just the index.

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.

Not hindsight. Not lagging indicators. Forward-looking market regime intelligence.

Institutional-grade · made available to everyone

15-minute preview: no credit card, signup or download. | 7-day trial: card required, cancel anytime.

Available on desktop, laptop, tablet & mobile — any browser, no download required.

Click to view:PhD Validation·PhD Audit·Developed by Economics/MBA/CFA Charterholder

Signal Track Record · Full Cycle
Walk-Forward OOS

Market change signalEach 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.

BRS−38% bear arrivedT1−5% dipT2−10% correctionRRS+10% rally arrivedT1BRS−22% bear arrivedRRS+15% rallyDec 20002008 GFCCOVID (excluded)2022 bearMay 2026
BRS·model said a bear market was coming
T1 / T2·model said a drop or correction was coming
RRS·model said the bull was real — safe to re-engage
Arrow·what the market actually did next
Red band·a bear market the model called ahead
Snapshot·dated snapshot of the four signals (not live — see Market Terminal below for current reads)

Dated snapshot · not live— for current reads see the Market Terminal below

BRS
51
No alert · neutral
MBS T1
0.42
Below 0.66 · dormant
MBS T2
0.18
Below 0.50 · dormant
RRS
0.21
Below 0.75 · dormant
BRS · Bear
86% precision · 304 mo · 7 of 7 OOS (+1990 in-sample)
MBS T1 · −5%
83% precision · 154 mo · 42 fires
MBS T2 · −10%
84% precision · 154 mo · 32 fires
RRS · +10%
82%† precision · 154 mo · 11 fires

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 engine

Within-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 engine

Within-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 · descriptive

0–100 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 companion

Within-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 companion

Within-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.

Beyond the index

Full-cycle forecasts are the core. They are not the whole coverage.

The four validated S&P 500 models anchor the platform — but the same regime intelligence extends outward to equity sectors, global indices, and individual stocks, so you see where risk is concentrating, not just that it exists.

S&P 500 Year-End Call

7,892 – 8,542. 70.6% historical frequency across seventeen comparable years. A fixed probability range for the S&P 500 calendar-year close, struck from the August 4, 2026 close of 7,737 and built from historically comparable years. Not a price target, not a forecast of any particular outcome, and not a trading signal. Shown alongside live earnings, valuation and margin data from FactSet.

Historical frequency across seventeen comparable years, not a price target. Confidence interval 46.9%–86.7%. Not part of the validated model layer.

Calendar-year close · probability range

Sector Prediction

Which sectors break first. The same regime engine applied to S&P 500 sector ETFs — flagging sector-level drawdown risk while the index still looks calm. Sectors that don't clear the modelling bar are shown as not modelled rather than guessed at.

Equity sectors · drawdown calls

Global Index Calls

Risk doesn't stop at the S&P 500. Regime reads on major global and thematic indices, surfacing drawdown alerts abroad — often the first tell that stress is spreading rather than staying local.

Global indices · drawdown alerts

Offense Calls

The other side of the question. Every other layer answers when to step back; this one asks when the odds favour leaning in — a separate model on the same factor panel, measured against both a naive always-yes baseline and a scrambled-answer control. Informational research output, not a validated signal.

Upside conditions · four-month window

Stock Calls

Name-level reads, same discipline. Individual stock calls framed by the prevailing market regime, so a single-name view is never read in isolation from the cycle it sits inside.

Individual names · regime context

Sector, global index, and stock calls are research context delivered in the platform terminals. They are not part of the four-signal validated aggregate and carry their own disclosures. See the terminals →

About the S&P 500 year-end range

The 7,892 – 8,542 range is a frequency statement about seventeen historically comparable years. It is struck from the S&P 500 close of 7,737 on August 4, 2026, and it is a fixed call — it is not re-based as the market moves. It is not a price target, not a forecast of any particular outcome, and not a trading signal.

Twelve of those seventeen years finished inside the band, which is where the 70.6% figure comes from. Seventeen is a small sample: a single year moving in or out of the band shifts that figure by roughly six points, and the 95% confidence interval around it runs from 46.9% to 86.7%. The three conditions that define the comparison group were selected after examining the data — eleven were tested — and once corrected for that search, the result carries a family-wise p-value of 0.410. On that basis the range is suggestive, not statistically established. No untouched holdout has confirmed it.

A wider band would be easier to be right about. A zero-factor band drawn to capture 70% of all years is 14.3 percentage points wide, has a floor below zero, and actually held more often against this same group of years. The published range is 8.4 points wide with a floor above zero. It is not more accurate than doing nothing — it is more precise at a stated confidence, and it takes a position.

This range is not part of the validated model layer. The four RegimeSignal classifiers — BRS, MBS T1, MBS T2 and RRS — are walk-forward validated over 304 out-of-sample months, independently reviewed under the PhD Statistical Validation and PhD Audit engagements, and covered by the software integrity attestation. None of that applies to this range. It carries no fire threshold, triggers no alert, and is deliberately excluded from the signal track record so that the audited figures remain audited figures. Where the range and the classifiers disagree, the classifiers are the validated work.

RegimeSignal is a market-intelligence data software product owned by Cronus Market Intelligence, LLC, a Delaware limited liability company. Cronus Market Intelligence, LLC is not a registered investment adviser, broker-dealer, or financial advisor. The signals, analysis, and content provided are for informational and educational purposes only and do not constitute investment advice, an offer to sell or solicitation to buy any security, or a recommendation regarding any specific investment strategy.

All results reflect historical walk-forward out-of-sample testing on the S&P 500. Past market signal record does not guarantee future results. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Subscribers should consult with a qualified financial professional before making any investment decisions.

What you get

What it's actually like once you're inside.

Beyond the methodology: this is the day-to-day of holding a RegimeSignal subscription.

A daily regime read

Sign in and the current reading is already there — where the four validated signals stand today, updated daily, with the prior reading alongside it so you can see what moved.

Plain-language change alerts

When a signal fires or a regime changes, you get told in words, not just a number — what fired, what it historically implies, and what it does not. Optional text alerts are opt-in inside your account.

Reads beyond the index

Sector, global index, single-name, commodity and thematic calls sit next to the S&P 500 read, so you see where risk is concentrating rather than only that it exists.

The full history, always open

Every past call, its date, and the reasoning behind it stay accessible in the terminals — so the record is auditable by you, not just quoted at you.

Terminal availability varies by plan. Compare what each plan includes →

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 8every 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.

BRS86%

Bear regime detection

304 OOS months, 2000–2025

MBS T183%

5%+ drawdown ahead

154 OOS months, 2013–2025

MBS T284%

10%+ correction ahead

154 OOS months, 2013–2025

RRS82%†

Bull recovery (+10%)

154 OOS months, 2013–2025

BWS engine87%

Within-bull weakening (directional gauge)⁶

47 OOS walk-forward

BES engine89%

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%

MBS T1

Neutral state trigger

Correction

−10%

MBS T2

Underperform trigger

Bear Market

−20%

BRS

Bear Alert · regime classifier fires

Recovery

+10%

RRS

Bull-market recovery confirmed

Bull Velocity surfaces within-bull weakening · Bear Velocity tracks within-bear intensity

Straight answers

The questions people ask first.

Isn't this just hindsight — looking backward and saying you called it?

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No. The signals are walk-forward validated, meaning each call is generated using only data available before that date, then scored afterwards. The methodology has also been independently reviewed and audited by an outside PhD.

What happens when a signal is wrong?

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It stays in the record. Every call is dated and kept in the platform, including the misses, and the published precision figures are stated with their limitations rather than rounded up. No model is right every time and we do not present one as if it were.

Who is actually behind this?

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Cronus Market Intelligence, LLC, a research firm based in Santa Barbara, California. The framework was developed by an Economics/MBA/CFA Charterholder.

Is this financial advice?

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No. RegimeSignal is a market intelligence and research product. It is not investment advice, not a recommendation to buy or sell any security, and Cronus is not a registered investment adviser.

How do the readings reach me?

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The terminals live in your browser on desktop, laptop and tablet — no download required — and update daily. Text alerts are available as a separate opt-in inside your account settings.

What does the 7-day free trial include?

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Full platform access for seven days, including the four validated signals and the Market Calls terminals. A card is required at checkout, but you can cancel anytime before the trial ends.

What is the difference between a validated signal and a Market Call?

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The four validated signals (BRS, MBS T1, MBS T2, RRS) have been walk-forward validated and independently audited. Market Calls are informational research outputs — useful context, but not part of the validated signal layer.

More detail on the full FAQ and in the disclosures.

Early warning, before consensus.

The RegimeSignal framework — four walk-forward validated prediction signals and Bull / Bear Velocity gauges for the S&P 500. Take a free 15-minute look inside the live model, or start your 7-day free trial today.

1 RegimeSignal has been independently PhD-validated and audited: both concluded the bear (BRS), pullback (MBS T1), and correction (MBS T2) signals reproduced and matched their locked out-of-sample results, with the qualifications centering on the recovery signal (RRS) — hence, Validated with Qualifications. Both PhD reviews are made available to subscribers. See Disclosures.