Active Regime
Regime 0
Raw 0 / smoothed 0
Prototype using local sample data. No backend, rebuild or AI generation occurs.
Regime Configuration
Configure the analytical view. Applying updates the charts immediately.
Showing applied configuration
Applied settings update the chart data immediately. Backend model rebuilds are handled separately.
Summary metrics
Confidence
93.5%
72 days in current profile
BTC
78,940
2026-08-25
Factor Date
2026-08-25
8 factors
Merged Panel
2026-08-25
518,777 rows / 634 symbols
Regime Map
Sample BTC path on a logarithmic scale with regime blocks, overlays and the aligned probability region.
Showing 58 sample months
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2021-11 · Regime 0
- BTC: 45,228
- Regime probability: 66.7%
- Momentum overlay: 1.025
Regime bandsRegime 0 · 29 block(s)Regime 1 · 29 block(s)
Regime Snapshot
Probability per regime with the profile detail for the applied sample scenario.
Showing applied snapshot
Status · Stale sample dataAs of · 2026-08-25View · Smoothed probabilities
Regime 0 (solid line)
Trending risk-on sample profile
93.5%
- Days in profile
- 72
- BTC drift (annualised)
- 42.0%
- Volatility (annualised)
- 51.0%
Regime 1 (dashed line)
Defensive, high-dispersion sample profile
6.5%
- Days in profile
- 18
- BTC drift (annualised)
- -19.0%
- Volatility (annualised)
- 83.0%
Factor Tape
Cross-sectional factor returns and risk statistics · sample data
| Factor | Latest | 30D | 90D | Ann Vol | Max DD | Z 90D |
|---|---|---|---|---|---|---|
| Market Cap | 1.418 | +4.7% | +12.6% | 21.4% | -27.3% | +1.31 |
| Volatility | 0.932 | -1.8% | +3.4% | 28.6% | -34.1% | -0.42 |
| Momentum | 1.672 | +8.2% | +19.4% | 25.1% | -22.6% | +1.74 |
| DFT Value | 1.287 | +3.1% | +9.8% | 19.8% | -19.2% | +0.88 |
| Beta Premium | 1.105 | -2.6% | +5.1% | 30.3% | -38.2% | +0.17 |
| Idio Momentum | 1.534 | +6.4% | +15.7% | 23.8% | -24.8% | +1.29 |
| Idio Volatility | 0.876 | -3.9% | -7.1% | 26.7% | -31.5% | -1.08 |
| FDV Overhang | 1.219 | +1.5% | +7.6% | 22.9% | -26.1% | +0.63 |
Data Quality
Coverage and freshness checks · sample data
1 warning
Merged panel is stale. Last date is 2026-08-25; target is 2026-09-15.
| Dataset | Rows | Latest | Status |
|---|---|---|---|
| merged | 518,777 | 2026-08-25 | Stale |
| macro | 1,784 | 2026-09-15 | Current |
| factors | 16,472 | 2026-08-25 | Stale |
| regimes | 1,780 | 2026-08-25 | Stale |
| top500_schedule | 126,440 | 2026-09-15 | Current |
Top Correlations
- Momentum / Idio Momentum+0.93
- Volatility / Idio Volatility+0.91
- Volatility / Beta Premium+0.67
- Momentum / DFT Value+0.57
- Idio Volatility / FDV Overhang-0.50
Factor Performance
Cumulative growth of factors and benchmarks · sample data
Date · cumulative growth
Use the left and right arrow keys on the chart to move between points.
2025-08
- Market Cap: 1.000×
- Volatility: 1.000×
- Momentum: 1.000×
- DFT Value: 1.000×
- Beta Premium: 1.000×
- Idio Momentum: 1.000×
- Idio Volatility: 1.000×
- FDV Overhang: 1.000×
- BTC: 1.000×
- S&P 500: 1.000×
- Gold: 1.022×
Correlation Matrix
Factors + Macro · sample data
| Variable | Market Cap | Volatility | Momentum | DFT Value | Beta Premium | Idio Momentum | Idio Volatility | FDV Overhang | BTC | S&P 500 | Gold | BTC − S&P 500 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Market Cap | 1.00 | -0.16 | 0.43 | 0.20 | -0.13 | 0.46 | -0.20 | 0.08 | -0.08 | -0.01 | -0.02 | 0.03 |
| Volatility | -0.16 | 1.00 | 0.03 | -0.07 | 0.67 | 0.06 | 0.91 | -0.48 | -0.10 | 0.00 | -0.01 | -0.04 |
| Momentum | 0.43 | 0.03 | 1.00 | 0.57 | -0.08 | 0.93 | 0.05 | 0.02 | -0.16 | -0.05 | 0.01 | 0.03 |
| DFT Value | 0.20 | -0.07 | 0.57 | 1.00 | -0.19 | 0.53 | -0.04 | 0.04 | -0.02 | 0.01 | 0.03 | 0.04 |
| Beta Premium | -0.13 | 0.67 | -0.08 | -0.19 | 1.00 | -0.07 | 0.55 | -0.33 | -0.10 | -0.03 | 0.00 | -0.06 |
| Idio Momentum | 0.46 | 0.06 | 0.93 | 0.53 | -0.07 | 1.00 | 0.06 | 0.00 | -0.16 | -0.05 | 0.00 | 0.04 |
| Idio Volatility | -0.20 | 0.91 | 0.05 | -0.04 | 0.55 | 0.06 | 1.00 | -0.50 | -0.09 | 0.00 | -0.02 | -0.04 |
| FDV Overhang | 0.08 | -0.48 | 0.02 | 0.04 | -0.33 | 0.00 | -0.50 | 1.00 | 0.09 | 0.03 | 0.02 | 0.01 |
| BTC | -0.08 | -0.10 | -0.16 | -0.02 | -0.10 | -0.16 | -0.09 | 0.09 | 1.00 | 0.36 | 0.13 | 0.06 |
| S&P 500 | -0.01 | 0.00 | -0.05 | 0.01 | -0.03 | -0.05 | 0.00 | 0.03 | 0.36 | 1.00 | 0.19 | 0.01 |
| Gold | -0.02 | -0.01 | 0.01 | 0.03 | 0.00 | 0.00 | -0.02 | 0.02 | 0.13 | 0.19 | 1.00 | 0.13 |
| BTC − S&P 500 | 0.03 | -0.04 | 0.03 | 0.04 | -0.06 | 0.04 | -0.04 | 0.01 | 0.06 | 0.01 | 0.13 | 1.00 |
Daily correlations for factors; weekly correlations for BTC/S&P 500/Gold. Mixed-frequency methodology requires engineering confirmation.
−1+1
Factor Lab
Prototype parameters for the existing factor pipeline; apply is simulated locally.
Showing applied parameters
Apply updates deterministic sample outputs only; it does not run the production factor pipeline.