Regime-probability outlook (validated assets, h=5/21)
regime_outlookModel-conditional probabilities that an asset is in each market regime (BULL / SIDEWAYS / BEAR / CRISIS, operational trailing-vol/drift labels) after a 5- or 21-trading-day horizon — the probability complement to the conditional stress tools: stress tools answer 'what happens GIVEN regime X', this answers 'how likely is regime X from today's observable state'. Ships only the preregistered, out-of-sample-validated tier (covariate logit; seasonality was tested and falsified); the persistence and unconditional baselines are reported alongside so an agent can see how much the model adds. Validated assets: SPY, QQQ, GLD, TLT. Optional as_of (YYYY-MM-DD) computes the outlook at a historical date. Probabilities describe membership in operationally defined regime classes — descriptive, not a market prediction, not advisory.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Optional historical evaluation date (YYYY-MM-DD); empty = latest data. | |
| asset | No | One of the out-of-sample-validated assets: 'SPY', 'QQQ', 'GLD', 'TLT'. | SPY |
| horizon_days | No | Validated horizons only: 5 or 21 trading days. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |