← Back to Overview
🧠 HMM Market Regimes
7-State Gaussian HMM trained on hourly BTC returns & volatility.
Current Regime
🟨
Mild Uptrend / Recovery
Confidence: 100.0%
BTC Price
$63,844.06
-0.50% (24h)
Signal
CASH2/8 confirmations active
Regime is bullish but only 2/8 confirmations (need 7) → No entry
Confirmations (2/8)
✅RSI < 90
⬜Momentum > 0
✅Volatility OK
⬜Volume > MA
⬜ADX > 20
⬜Close > EMA50
⬜MACD Bullish
⬜Close > EMA200
Backtest Results
Total Return
2.54%
Buy & Hold
-27.60%
Alpha
30.14%
Win Rate
55.17%
Sharpe Ratio
0.42
Max Drawdown
-17.97%
Trades
29
Avg Hold Time
22.6h
All Regimes
🟢Bull Run
Mean Return
+402.2836%
Volatility
3162.2777%
🟩Strong Uptrend
Mean Return
+13.9407%
Volatility
68.6826%
🟨Mild Uptrend / RecoveryActive
Mean Return
+1.1628%
Volatility
59.6651%
⬜Sideways / Transition
Mean Return
-3.6503%
Volatility
232.1208%
🟧Mild Downtrend
Mean Return
-9.4018%
Volatility
207.4947%
🟥Strong Downtrend
Mean Return
-11.1538%
Volatility
204.0343%
🔴Crash / Capitulation
Mean Return
-2719.8819%
Volatility
10.0000%
Trade Log
Last updated: 6/23/2026, 4:33:15 AM