Classify the market regime from trend, return and volatility shares across the analysed assets
Answers whether the analysed assets, taken together, read as risk-on, risk-off or high-volatility. It reads up to 200 bars of each asset's price history in the research window and computes three shares: assets above their 200-bar average and assets with a positive 30-bar return, each taken over the assets that had enough history to be measured, and assets whose 14-bar average true range is high against a bar set for their asset class. Recent volume expansion is reported beside them but does not decide the label. A directional share decides the label only when at least half the assets were measured for it, and the 200-bar share is left out on the intraday and weekly windows, whose history cannot hold 200 bars. The label is risk-on, risk-off, high-volatility or neutral, or unavailable when neither directional share had enough measured assets, which is an absence rather than a neutral reading. It comes with a 0-100 score and a label for each asset class. Use it as top-down context when reading the per-asset analyses.
A composite reading: two directional measurements and one volatility measurement reduced to one label and a 0-100 score, with every component published beside the label.
THE COMPONENTS are SHARES of the analysed assets, each a count over a denominator. The share above its 200-bar simple moving average and the share with a positive 30-bar return are the two DIRECTIONAL components. Each is taken over its OWN MEASURED denominator - the assets that actually had the history for that reading, 200 closes for the average and 31 for the return - which can be smaller than the number analysed. An asset that could not be measured is left out of both sides of that share, never counted as above or below. The third component is the share of assets in a high-volatility state: ATR (Wilder's average true range over 14 bars, as a percentage of price) above a bar set per asset class, higher for crypto than for equities, because a daily range that is ordinary for a coin is extreme for a large-cap stock. Recent volume expansion is reported too, but it does not enter the label. Every share inherits the caveats of breadth: unweighted, universe-dependent, and produced by a binary cut on a continuous quantity.
WHEN A COMPONENT IS LEFT OUT. The bars are bars of the research window, so the 200-bar average needs a window whose price history can hold 200 bars. The intraday and weekly windows cannot, so on them the 200-bar component is left out of the rule by construction, and the run says so. On any window, a directional component enters the rule only when at least half the analysed assets were measured for it and at least 3 assets were measured. Below that its share is still a true reading of the assets it covers, but it does not decide the label.
THE LABEL has five values. Risk-on, risk-off, high-volatility and neutral are classified from the directional components that entered the rule together with the volatility share. unavailable means neither directional component had enough measured assets to enter: an absence of a reading, never a neutral or balanced one. The ordered rule is unavailable first when no directional component qualifies; otherwise risk-on when every eligible directional share is above 60% and the high-volatility share is below 50%; otherwise risk-off when any eligible directional share is below 40%; otherwise high-volatility when its share is above 60%; otherwise neutral. Equality does not satisfy any strict threshold. Risk-off takes precedence over high-volatility. These cut-offs are published with each run's findings, and so is a sentence for each component the rule left out, both for the whole set of assets and within each asset class, which also gets its own label. The published label is the rule's, and an AI model writes the summary and the 0-100 score around it. The 0-100 score is our own convention.
What composites teach well is the cost of aggregation: several numbers become one, and two very different markets can produce the same label. Always read the components and their denominators, which this analysis reports.
A regime describes the window just measured. It carries no claim about persistence, and regime labels are known to change with the lookback chosen.
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