Regime Detection

Regime detection maps market features to a regime label that can influence strategy selection, risk limits, and execution costs.

Detection Diagram

flowchart LR
  A[Features] --> B[Detector]
  B --> C[Regime Probabilities]
  C --> D[Regime State]
  D --> E[Strategy + Risk]

Detector Flow

1. Features are extracted from bars or ticks.
2. The detector computes regime probabilities.
3. A stable regime state is emitted to the engine.

Detector Types

• constant
• hmm
• ensemble
• Plugin detectors

See guide/regime-detection.md for configuration details.