Current Market Regime
RISK-ON
Confidence: 82%
CrisisCautionRisk-On
Markets are in a risk-on regime. Equity momentum is positive, credit spreads are tight, and volatility is below the 30th percentile. The physics model sees no structural stress in correlation eigenvectors. Full allocation is appropriate.
Updated Apr 10, 2026 — 3:45 PM CT
Crash Probability Normal
4.2%
Instanton tunneling probability
Down from 6.1% last week
No action needed. Crash probability is well below the 15% alert threshold. The double-well potential shows the market firmly in the stable basin.
Regime Signal Risk-On
82%
Risk-on confidence via HMM ensemble
Up from 74% last week
Maintain full allocation. Regime has been stable risk-on for 18 consecutive days. Nelson decomposition shows current velocity dominant over osmotic velocity.
Signal Quality (SNR) Strong
3.8
Signal-to-noise ratio
Stable for 2 weeks
Full position sizing is appropriate. High SNR means model confidence is strong.
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Factor Stability Stable
0.08
Grassmannian rotation rate (rad/wk)
Declining from 0.12
Factor structure is stable. No rebalancing trigger detected.
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Derivative Hedge Inactive
N/A
No hedge required in current regime
Monitoring
Protective contracts available when crash probability exceeds threshold.
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$499/mo — Signal + Hedge
Cumulative Return (%)
Original
With Signals
Simulated 60/40 backtest using Regime + Crash signals only. Unlock all 4 portfolios + 5 signals →
8-Month Backtest (Sep 2025 – Apr 2026)
Original 60/40 +1.8%
With Signals +3.0%
Max Drawdown
Original 60/40 -8.5%
With Signals -2.1%
Sharpe Ratio
Original 60/40 0.42
With Signals 1.38
Signal Alpha
Return added by signals +1.2%

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