Regime Research | S&P 500 Structural Monitor

Historical Track Record

10/11

Detected

Major drawdowns since 1997

47d

Lead Time

Median ALERT lead

Dual

Channels

Independent detection

2009

Published

Nature (peer reviewed)

* Based on hypothetical backtested analysis. Not indicative of future results.

What Each State Means

Clear

No structural deterioration detected. Warning signs are absent.

Deteriorating

Early statistical signatures of structural weakening. Many resolve without drawdown.

Alert

Confirmed structural breakdown. Signatures that historically preceded major drawdowns.

Recovering

Post-alert normalization. Calibrated recovery window before returning to Clear.

What you see (free)

✓ Current regime state
✓ Track record overview
✓ State distribution

The system is in — but you don’t know the conviction level

What subscribers see

✓ Detection phase — the conviction level behind the current state
✓ Channel health readings — which dimensions are deteriorating
✓ Days in state with historical context
✓ Historical parallels — the 3 most similar past episodes
✓ Episode tracker — real-time drawdown monitoring
✓ Instant alerts on state transitions

Knowing the state is step one. Knowing the conviction level is where the signal becomes useful.

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Channel Health Readings

Dual-channel stability and distribution metrics, normalized 0–100

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Episode History & Detection Log

Complete detection record with lead times, hit rates, and pattern classification

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Full regime dashboard with channel health gauges, episode tracker, drawdown overlay, detection phase log, historical parallels, and return profiles — available to Regime Research subscribers.

$15/month or $129/year

Regime Research provides scientific observations about structural market conditions for educational and informational purposes only. This is not investment advice. Past detection performance does not guarantee future results. All historical results are based on hypothetical backtested analysis and do not reflect actual trading.