Market regime map (18 category proxies, h=5/21)
market_regime_mapUSE WHEN you want to know what the market is doing now across 18 category proxies. One call, 18 category proxies (US large-cap + tech, 9 SPDR sectors, developed ex-US, emerging markets, long Treasuries, high-yield credit, gold, oil, Bitcoin): the operational regime, model-conditional regime probabilities on trading day 5 or 21, stress probability vs its baseline, a descriptive forward-return distribution conditional on the regime label, and an equity-factor commonality flag (US sectors re-express one factor). Per cell, only the tier that passed the preregistered out-of-sample rule ships (raw p<0.05, see tier_pvalues; tier_correction shows which survive a multiple-testing correction). No directional forecast. For one asset with as_of support: regime_outlook. Descriptive, not advisory.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "market_regime_map"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| detail | No | 'full' (default) or 'summary': summary leaves out the per-row persistence and unconditional baselines and states the forward-return basis and data dates once (about a third smaller; the response lists what was left out). | full |
| horizon_days | No | The trading day the probabilities refer to, counted from the data date. Validated: 5 or 21. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |