Regime Detection

Sets the top-of-funnel decision for a systematic portfolio: how much gross equity exposure to run right now (e.g., 0.3× to 1.0× of target). It does NOT predict crashes and it does NOT bottom-tick. It is a slow, robust, ensemble dial.

Mandatory framing

• This is a rules-based exposure dial, not a forecast or personalized advice.
• Every individual signal is noisy. Use a weighted ensemble and require persistence (a signal must hold for N days) before acting, to avoid whipsaw.
• Regime tools reduce drawdowns at the cost of whipsaw and lag; they will sometimes cut exposure right before a rebound. That is the price of the protection.

The signal ensemble

Score each signal −1 (risk-off) / 0 / +1 (risk-on). Weight the robust core higher.