Market Regime Detector

ADX/ATR-based trending, ranging, and volatile regime classification

🏦 Institutional quant funds adapt their strategy based on market regime. A trend-following system that works beautifully in trending markets will BLEED in ranges. Regime detection = strategy selection.

ATR(14) - pips

ATR(7) - pips

ADX(14)

Bollinger Band Width

Recent 5-day Range (pips)

Average 20-day Range (pips)

TRANSITIONING

Confidence: 50%

📋 Strategy Recommendation

✅ Optimal Strategy:

Wait for confirmation of new regime. Prepare watchlist for either direction.

❌ Avoid:

Forcing trades, large positions, assuming old regime continues

📐 Position Sizing:

Minimal or no positions until regime clarifies.

📊 Regime Classification Rules

Regime	ADX	ATR Ratio	BB Width
Trending	>25	>1.1	Expanding
Ranging	<20	~1.0	<0.012
Volatile	Any	>1.3	>0.02
Transitioning	20-25	1.0-1.1	Mixed