detect_regime_hmm
Identify bull, bear, choppy, or crisis market regimes using Hidden Markov Model analysis of real daily returns. Outputs regime probability, duration, and transition metrics.
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 |