Pattern Engine · Regime Signature
Regime Signature scan.
Where each of the 11 SPDR sectors and SPY sits in the 2×2 regime grid right now, plus any name that shifted quadrant in the last 5 trading days. Continuation patterns work in Grind-Up; mean-reversion works in Drift-Down; both volatile quadrants punish naive participation.
Regime shifts · last 5 sessions
Positive trend, below-median realised vol. Continuation patterns work best here.
Positive trend but above-median vol. Continuation can work but stops get hit; size down or use wider stops.
Negative trend, below-median vol. Bounces tend to fade; mean-reversion shorts work better than trend-followers.
Negative trend with above-median vol. Punishes both naive continuation and naive reversion; reduce activity.
Related
- → Regime Signature methodology — slope / vol / up-day formulas + the quadrant definition.
- → Sector RS scan — same universe, ranked by today's 1-day outperformance vs SPY.
- → Support Confluence — same universe, where the next technical support cluster sits.
- ← All Pattern Engine surfaces
Method in brief
The regime-signature scan classifies each instrument's tape into a small set of states — trending, compressing, breaking, mean-reverting — from the shape of its moving-average stack, band width and rate-of-change profile, then flags names whose state CHANGED in the latest session. State changes matter more than states: a name leaving compression is the earliest mechanical footprint a new move leaves. The full construction, the state definitions and the historical base rates are documented in the Regime Signature methodology. Live hits load above after each US close. Research diary, not investment advice.