detect_regime_hmm
Detect market regime with Hidden Markov Model on real daily returns, identifying bull, bear, choppy, or crisis. Returns regime probability, days in regime, transition probabilities, volatility regime, and Sharpe ratio.
Instructions
Detect market regime using Hidden Markov Model on real daily returns: bull_trending, bear_trending, choppy, or crisis. Returns regime probability, days in current regime, transition probabilities, vol regime, and Sharpe. Uses hmmlearn if available, statistical fallback otherwise. Real Polygon data only.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Symbol to analyze (use SPY for broad market regime) | SPY |
| lookback_days | No |