Market Regime

Confirmed broad US equity and risk backdrop, derived from SPY-linked market behavior and cross-asset stress signals.

Regime Predictions & SPY Returns
SPYbullbearneutral
Current Regime Call
MEDIUM RISK

Trending Neutral

Fri, Apr 3, 2026 at 08:31 PM · VIX contango

Character
83%
Trending
Direction
62%
Neutral
SPY +5d Expected
+0.02%
Based on past regime calls
Reasoning

Despite a strong 5-day bullish trend in US equities, today's session presents conflicting signals that prevent directional conviction. The unusual cross-asset divergence is striking: oil surged dramatically while gold sold off sharply—a pattern that doesn't fit clean risk-on or risk-off narratives. US equities closed modestly positive but with notable internal divergence: small-caps outperformed large-caps today even as 5-day breadth continues narrowing, suggesting the rally is becoming less broad-based. International and emerging markets underperformed US significantly, with EM showing notable weakness. Credit markets show mixed signals with investment-grade outperforming high-yield, which typically indicates defensive positioning rather than aggressive risk-taking. The high dispersion regime with idiosyncratic volatility suggests stock-specific factors dominating over macro direction. VIX in caution territory with falling term structure indicates the market expects movement but provides no directional edge.

Strategy

Maintain balanced positioning with sector-specific opportunities given high dispersion; avoid directional bets until cross-asset signals align more clearly

Watch For

If breadth broadens tomorrow with small-caps continuing to lead and international markets catching up to US gains, the bullish trend would reassert and invalidate this neutral call.

International ContextSPY 5d: +3.78%
EWULSE
+4.03%Inline
INDANSE
+2.71%Inline
EWCTSX
+3.56%Inline
EWGXETR
+3.99%Inline

0 of 4 regions diverging from US

PendingScored when market data arrives
Updates daily
Direction Accuracy (+5d)
74.3%
26/35 confirmed calls
Total Detections
41
Confirmed regime calls

Track Record

Character— did the market behave as predicted?
+1d+3d+5d
Calm33.3%(3)33.3%(3)33.3%(3)
Trending57.1%(35)62.5%(32)73.3%(30)
Volatile33.3%(3)33.3%(3)0%(2)
Total53.7%(41)57.9%(38)65.7%(35)
Direction— did SPY move in the predicted direction?
+1d+3d+5d
Bullish50%(10)25%(8)25%(8)
Bearish64.3%(28)77.8%(27)100%(24)
Neutral0%(3)0%(3)0%(3)
Total56.1%(41)60.5%(38)74.3%(35)

Prediction Timeline

28 entries
APR
3
Trending·Neutral
(2×)
MAR
31
APR
1
Trending·Bullish
(3×)
MAR
30
Trending·Bearish
✗ Wrong
MAR
30
Volatile·Bearish
~ Partial
MAR
26
MAR
27
Trending·Bearish
(2×)
MAR
25
Trending·Bullish
✗ Wrong
MAR
24
Trending·Bearish
✓ Correct
MAR
23
Trending·Bullish
✓ Correct
MAR
19
MAR
20
Trending·Bearish
(4×)
MAR
16
MAR
18
Trending·Bullish
(5×)
MAR
12
Trending·Bearish
✗ Wrong
MAR
10
MAR
11
Trending·Neutral
(3×)
MAR
6
MAR
9
Volatile·Bearish
(2×)
MAR
5
Trending·Bearish
✗ Wrong
Market Regime: Sideways Trending (83% confidence) | TradeHorde