Map performance to market regimes
regimen_regime_mapBreak a strategy’s returns down by the market conditions that held on each date — volatility, funding, open interest, positioning, sentiment, trend state — and report performance per bucket. Each factor also gets a permutation test: the observed best-to-worst spread is compared against spreads produced by randomly reshuffling the regime labels, so a flattering subset cannot pass itself off as a regime effect. Use this after regimen_evaluate_track_record when you need to know WHERE an edge comes from, or whether it is a bet on conditions that could end.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| detail | No | concise returns the verdict, the headline statistics and the reasoning — enough to answer a user. full adds every bucket, every dropped point and the complete provenance list, and is much larger. | concise |
| maxDates | No | How many of the most recent dates to read conditions for, bounded by the upstream rate limit. | |
| selector | Yes | Which track record to analyse. | |
| minSample | No | Buckets below this many observations are returned but flagged unusable. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| full | Yes | ||
| label | Yes | ||
| factors | Yes | ||
| warnings | Yes | ||
| minSample | Yes | ||
| datesCovered | Yes |