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🧠 HMM Market Regimes
7-State Gaussian HMM trained on hourly BTC returns & volatility.
Current Regime
🟨
Mild Uptrend / Recovery
Confidence: 99.9%
BTC Price
$77,673.24
-0.46% (24h)
Signal
CASH3/8 confirmations active
Regime is bullish but only 3/8 confirmations (need 7) → No entry
Confirmations (3/8)
✅RSI < 90
⬜Momentum > 0
✅Volatility OK
⬜Volume > MA
⬜ADX > 20
⬜Close > EMA50
⬜MACD Bullish
✅Close > EMA200
Backtest Results
Total Return
-11.07%
Buy & Hold
-8.66%
Alpha
-2.41%
Win Rate
37.50%
Sharpe Ratio
-1.61
Max Drawdown
-17.50%
Trades
32
Avg Hold Time
22.7h
All Regimes
🟢Bull Run
Mean Return
+0.0119%
Volatility
0.4738%
🟩Strong Uptrend
Mean Return
+0.0116%
Volatility
0.3496%
🟨Mild Uptrend / RecoveryActive
Mean Return
+0.0034%
Volatility
0.3159%
⬜Sideways / Transition
Mean Return
-0.0060%
Volatility
0.5503%
🟧Mild Downtrend
Mean Return
-0.0253%
Volatility
1.1308%
🟥Strong Downtrend
Mean Return
-0.1116%
Volatility
5.0066%
🔴Crash / Capitulation
Mean Return
-0.1958%
Volatility
2.2587%
Trade Log
Last updated: 4/24/2026, 4:31:52 AM