Kroniq Research Series · Real-Time
Regime Radar Dashboard
Cross-asset HMM K=5 · 9-feature model · Walk-forward validated 2021–2024 · Updates daily at market close
Live Regime Signal
Regime
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Confidence
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Posterior probability
SPY Allocation
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Current recommended
As Of
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Latest aligned feature date
Model
HMM K=5
Train end: 2020-12-31
All State Posteriors
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Recent Regime History — OOS 2021–2024 (252 trading days)
WALK-FORWARD REGIME CLASSIFICATION
QUARTERLY RETRAINING · 16 RETRAIN STEPS · 2BPS TRANSACTION COSTS
LOW-VOL
BULL
NEUTRAL
MACRO
CRISIS
LOADING REGIME DATA…
Validated Performance — OOS 2021–2024
| Strategy | Sharpe | Max DD | CAGR |
|---|---|---|---|
| Kroniq Walk-Forward | 0.881 | -17.46% | 9.97% |
| Kroniq Static OOS | 1.107 | -8.37% | 7.94% |
| SPY Buy-and-Hold | 0.859 | -33.72% | ~14% |
Regime Taxonomy
STATE
CONDITIONS
ALLOC
PERSIST
LOW-VOL
VIX < 15, tight credit
100% SPY
95.5%
BULL
Highest return state
100% SPY
92.7%
NEUTRAL
Transitional, residual
70% SPY
92.5%
MACRO
Chronic stress, VIX > 18
30% SPY
81.7%
CRISIS
VIX > 30, OAS > 6.5%
0% SPY
73.0%
Live API Response
GET api.kroniq.finance/regime
200 OK
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Key Research Findings
| COVID early warning | 141 days |
| vs 7-feature baseline | +118 days |
| BIC optimal K | K=5 |
| K sweep range | K=3 through K=9 |
| OOS period | 1,005 days |
| Retraining steps | 16 quarterly |
| Transaction costs | 2bps per rebalance |
| SSRN working paper | Polavarapu 2026 → |