🧭 Regime Gate — Quant-Lab HMM & Survivor Filter

SPY close over the last 120 trading days, with the background shaded by the HMM's decoded regime — green Strong Bull, red Strong Bear, amber Choppy. Long same-color runs are stable regimes; rapid flips mean the tape is transitioning.

Compact strip view — each slice is one trading day:

The DynamicAllocator only deploys strategy styles that historically work in the current regime: mean-reversion in Choppy, trend + momentum in Strong Bull, defensive/cash in Strong Bear. Everything else sits on the bench until the regime turns.

Type a ticker (or arrive with ?symbol=) to see whether it survived the six-filter walk-forward funnel, which styles carry its edge, and how that edge lines up with today's regime.

Strategy × asset pairs that passed all six walk-forward filters (OOS Sharpe, drawdown, overfit ratio, trade count, hold time, window consistency) AND the bootstrap stress test. This is the entire tradeable edge inventory across the 30-asset universe — everything else failed validation. Bars are colored by style; the dashed amber line is the 0.5 OOS Sharpe funnel floor every survivor had to clear.

Full survivor detail:

How the HMM splits the whole ~15-year SPY history across the three regimes — the share of trading days spent in each.

Two companion resources for the Regime Gate: the flipbook walks the 9,000-candidate strategy funnel this page reports on, and the video is the explainer for how this system was built.