v9 calibration · market regime

Market regime

Cross-coin mean(ret_24h). Below 0% = bears in control; above +2% = late-stage euphoria. The dynamic regime gate suppresses the wrong directional side per band — loosely (single coins can still override with xz ≥ 3 or ext 24h move).

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① Market mean (24h) over time

Each cell coloured by regime band. Hover for snapshot detail.

② PnL by regime × direction (across all engines)

The cell with the most negative PnL is the regime/side combo your engines are leaking on. The gate's job is to refuse that combo.

③ Cross-coin dispersion

Number of coins with xz_combined ≥ +2 (hot) vs ≤ -2 (cold) over time. Wide hot/cold split = dispersion regime (mean-reversion alpha); tight = trend regime.