Market regime dashboard
Is the S&P 500 trending or mean-reverting right now — and how stressed is the tape? This dashboard reads the market's regime from a handful of complementary, model-free signals, updated nightly.
What it measures
- Rolling Hurst exponent — whether SPY is trending, mean-reverting, or effectively random. What is the Hurst exponent?
- VIX term structure — the 3M−1M slope; contango in calm markets, backwardation under stress. VIX term structure explained
- Regime Markov chain — a 10-year study of how SPY regimes transition, and why "Neutral" is a pause that resumes the prior regime. The regime Markov-chain study
- Ehlers MAMA/FAMA — an adaptive moving average that changes speed with the market's dominant cycle. MAMA/FAMA explained
- ADX(14) trend strength and the economic cycle — the yield curve, credit spreads, jobs, inflation and GDP. Yield curve inversion explained
An optional AI read summarizes the whole board in plain English. This is research tooling, not investment advice.