BBobop Regime Probability

P(Bull)

—

Low vol uptrend

P(Chop)

—

Range-bound

P(Bear)

—

High vol downtrend

Regime Probability Over Time

Price with Regime Background

Transition Probability Matrix

Read: "Given current state [row], probability of next state [column]"

Current Regime

Detected Regime—

Confidence—

Days in Regime—

Avg Regime Duration—

Regime Statistics

Bull Avg Return—

Bull Avg Vol—

Chop Avg Return—

Chop Avg Vol—

Bear Avg Return—

Bear Avg Vol—

Forward Outlook

Method

Gaussian Mixture Regime Detection: Classifies market into 3 regimes using rolling return and volatility.

Bull: return > +0.5σ AND vol < median vol
Bear: return < -0.5σ OR vol > 1.5× median vol with negative return
Chop: everything else

Transition matrix computed from observed regime sequences. Forward outlook uses 1-step transition probabilities from current state.