Regime Brief · Free Tier · Updated after every market close
Daily Regime Brief
Run date: 2026-06-13 · Global Systematic · OOS Walk-Forward Validated
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Macro Regime
Weak / Neutral
Volatility
Contango
VIX 19.4
Yield Curve
Normal
2s10s +0.4bp
Credit
Normal
HY/IG 3.71
Correlation
Stable
Models Active
1 / 10
9 excluded · late cycle regime
Ensemble Composition
1 of 10 active · 9 excluded in current regime
Volatility Model
IC lower CI = -0.108 ≤ 0
Off
Precious Metals Model
IC lower CI = -0.147 ≤ 0
Off
Correlation Model
IC lower CI = -0.115 ≤ 0
Off
Alpha Model
IC lower CI = +0.053 > 0
Active
Macro Model
IC lower CI = -0.138 ≤ 0
Off
Sentiment Model
excluded in regime
Off
Trend Model
IC lower CI = -0.111 ≤ 0
Off
Volatility Term Model
IC lower CI = -0.017 ≤ 0
Off
Commodity Model
IC lower CI = -0.056 ≤ 0
Off
Statistical Model
IC lower CI = -0.001 ≤ 0
Off
Today’s Asset Brief
SPY S&P 500
Strong Long +0.9273
late cyclenormalstablecontangotrendingbearish divergence
3-Day
Up
2d old
3-Week
Neutral
2d old
3-Month
Up
3d old
9-Month
Up
3d old
36-Month
Up
42d old
mature
Short-Term · 3-Day / 3-Week
3-day momentum is strong upward. 3-week trend is strong downward (diverging with 3-day). Current move is 2 days old.
Intermediate · 3-Month
3-month momentum is strong upward. Intermediate trend is 3 days mature. Vix term structure signals low stress (vix contango).
Long-Term · 9-Month / Secular
9-month trend is strong upward. Secular (36-month) backdrop is bullish (+27.333). The intermediate move has persisted for 3 days. Macro regime is late cycle. Rate environment is normal yield curve. Momentum persistence is trending (h=0.59).
Signal Consensus
1 of 1 active signal(s) bullish: Alpha Model. Model has predicted this ticker well recently (ic=+0.480, n=63).
Risk Conditions
Vol regime: normal. High rate sensitivity (score=0.15) — sensitive to hy spread moves.
IC=+0.480 · 147 OOS months 54 more asset briefs · Daily Brief →
Top Long Signals
EWGInternational Developed
Strong Long+1.0000
XLEUS Energy
Strong Long+0.9636
SPYUS Broad Market
Strong Long+0.9273
QQQUS Broad Market
Strong Long+0.8909
EEMEmerging Markets
Strong Long+0.8545
Top Short Signals
EWYEmerging Markets
Strong Short-0.9636
SILJPrecious Metals
Strong Short-0.9273
SILPrecious Metals
Strong Short-0.8909
SMCIUS Technology
Strong Short-0.8545
COPXMaterials
Strong Short-0.8182
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Mean IC
0.1004
Predictive accuracy. 0 = random. 0.10+ sustained = consistent edge.
T-Statistic
6.1293
Statistical confidence. Institutional threshold: 2.0. At 6.13, probability of chance < 1 in 1B.
IC Lower 95%
0.0729
Lower bound on the edge. Positive = non-zero edge confirmed.
OOS Months
147
Monthly walk-forward prediction observations, 2014–present. Every prediction made on data the model had never seen before.