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🧠 HMM Market Regimes
7-State Gaussian HMM trained on hourly BTC returns & volatility.
Current Regime
⬜
Sideways / Transition
Confidence: 79.8%
BTC Price
$80,223.47
+3.97% (24h)
Signal
CASH7/8 confirmations active
Neutral regime → Waiting for clear signal
Confirmations (7/8)
✅RSI < 90
✅Momentum > 0
✅Volatility OK
⬜Volume > MA
✅ADX > 20
✅Close > EMA50
✅MACD Bullish
✅Close > EMA200
Backtest Results
Total Return
22.78%
Buy & Hold
17.05%
Alpha
5.73%
Win Rate
45.71%
Sharpe Ratio
2.49
Max Drawdown
-7.04%
Trades
35
Avg Hold Time
19.7h
All Regimes
🟢Bull Run
Mean Return
+10.2393%
Volatility
79.2532%
🟩Strong Uptrend
Mean Return
+2.2224%
Volatility
91.3882%
🟨Mild Uptrend / Recovery
Mean Return
+0.0850%
Volatility
69.0414%
⬜Sideways / TransitionActive
Mean Return
-0.3764%
Volatility
74.9726%
🟧Mild Downtrend
Mean Return
-11.0211%
Volatility
274.1034%
🟥Strong Downtrend
Mean Return
-992.4274%
Volatility
3162.2777%
🔴Crash / Capitulation
Mean Return
-1582.7282%
Volatility
1194.1367%
Trade Log
Last updated: 8/25/2026, 4:30:37 AM