🧠 HMM Market Regimes

7-State Gaussian HMM trained on hourly BTC returns & volatility.

Current Regime

⬜

Sideways / Transition

Confidence: 100.0%

BTC Price

$80,034.86

-0.44% (24h)

Signal

CASH

4/8 confirmations active

Regime is bullish but only 4/8 confirmations (need 7) → No entry

Confirmations (4/8)

✅RSI < 90

⬜Momentum > 0

✅Volatility OK

✅Volume > MA

✅ADX > 20

⬜Close > EMA50

⬜MACD Bullish

⬜Close > EMA200

Backtest Results

Total Return

1.44%

Buy & Hold

17.93%

Alpha

-16.49%

Win Rate

55.56%

Sharpe Ratio

0.29

Max Drawdown

-6.75%

Trades

Avg Hold Time

22.0h

All Regimes

🟢Bull Run

Mean Return

+20.7786%

Volatility

72.3376%

🟩Strong Uptrend

Mean Return

+8.1592%

Volatility

92.2968%

🟨Mild Uptrend / Recovery

Mean Return

+5.6301%

Volatility

79.7099%

⬜Sideways / TransitionActive

Mean Return

-7.9509%

Volatility

94.3008%

🟧Mild Downtrend

Mean Return

-71.7638%

Volatility

823.4608%

Trade Log

Last updated: 10/26/2026, 5:31:11 AM