Market Regime
Last update: 2026-09-11T05:03 UTC
Global Regime
VIX 17.8 / MA20 17.8
| LOW | NORMAL | HIGH |
|---|
| ↑ RISING | L↑ | N↑ | H↑ |
|---|
| → STABLE | L→ | N→ | H→ |
|---|
| ↓ FALLING | L↓ | N↓ | H↓ |
|---|
Raw: NORMAL | Term structure: ?
DXY 99.100 / MA fast 98.972
| LOW | NORMAL | HIGH |
|---|
| ↑ RISING | L↑ | N↑ | H↑ |
|---|
| → STABLE | L→ | N→ | H→ |
|---|
| ↓ FALLING | L↓ | N↓ | H↓ |
|---|
MA fast/slow ratio: 1.00072
Dispersion 0.000512
| LOW | HIGH |
|---|
| ↑ RISING | L↑ | H↑ |
|---|
| ↓ FALLING | L↓ | H↓ |
|---|
Thresholds lo/hi: 0.000000 / 0.000000
Per-Pair Regime (13 pairs)
| Pair | Vol Regime | Trend State | ATR | ATR % | Vol Rank | ADX | Hurst |
|---|
| AUDUSD |
NORMAL |
STRONG_TREND_DOWN |
0.00066 |
0.000922 |
?% |
51.1 |
0.474 |
| EURUSD |
QUIET |
STRONG_TREND_DOWN |
0.000662 |
0.00057 |
?% |
44.73 |
0.541 |
| GBPUSD |
QUIET |
STRONG_TREND_DOWN |
0.000863 |
0.000639 |
?% |
51.27 |
0.523 |
| NZDUSD |
NORMAL |
WEAK_TREND_UP |
0.000727 |
0.001248 |
?% |
38.45 |
0.552 |
| USDCAD |
QUIET |
STRONG_TREND_UP |
0.000691 |
0.000499 |
?% |
46.17 |
0.559 |
| USDCHF |
QUIET |
STRONG_TREND_UP |
0.000657 |
0.000807 |
?% |
47.58 |
0.529 |
| USDCNH |
QUIET |
WEAK_TREND_UP |
0.001336 |
0.000199 |
?% |
36.32 |
0.486 |
| USDJPY |
NORMAL |
STRONG_TREND_UP |
0.162675 |
0.001054 |
?% |
53.78 |
0.601 |
| USDMXN |
NORMAL |
RANGE_BOUND |
0.013853 |
0.000815 |
?% |
31.52 |
0.447 |
| USDNOK |
NORMAL |
WEAK_TREND_UP |
0.010999 |
0.001184 |
?% |
44.86 |
0.507 |
| USDPLN |
QUIET |
WEAK_TREND_UP |
0.00323 |
0.000866 |
?% |
30.31 |
0.511 |
| USDSEK |
NORMAL |
STRONG_TREND_UP |
0.01129 |
0.001163 |
?% |
65.49 |
0.489 |
| USDZAR |
NORMAL |
WEAK_TREND_UP |
0.02192 |
0.001352 |
?% |
27.92 |
0.503 |
System Implications
FV-FAST
All sizes at 100% - no reductions active
[inactive] ALL: x0.5 when dispersion = high (Sharpe 16.97->18.18)
[inactive] ALL: x0.75 when vix = high (Sharpe 16.97->17.43)
ELASTICITY-REVERSAL
GATED (7 pairs)
AUDUSD - NORMAL, verdict: NOISE
GBPUSD - QUIET, verdict: NOISE
NZDUSD - NORMAL, verdict: no_data
USDCAD - QUIET, verdict: NOISE
USDCNH - QUIET, verdict: NOISE
USDJPY - NORMAL, verdict: NOISE
USDPLN - QUIET, verdict: NOISE
REDUCED (2 pairs)
EURUSD - QUIET, size x0.5, verdict: FRAGILE
USDCHF - QUIET, size x0.5, verdict: FRAGILE
FULL SIZE (1 pairs)
USDMXN - NORMAL, verdict: VIABLE
RANGE TRADING
TRADEABLE (5 pairs)
NZDUSD - NORMAL, size x0.5, signal: session, verdict: FRAGILE
USDCNH - QUIET, size x1.0, signal: session, verdict: VIABLE
USDNOK - NORMAL, size x1.0, signal: range, verdict: VIABLE
USDSEK - NORMAL, size x1.0, signal: boll, verdict: ROBUST
USDZAR - NORMAL, size x1.0, signal: range, verdict: VIABLE
Recent Regime Transitions
| Time | Scope | Dimension | From | | To |
|---|
| 2026-04-07T12:33 |
USDZAR |
trend_state |
WEAK_TREND_DOWN |
-> |
RANGE_BOUND |
| 2026-04-07T12:33 |
USDSEK |
trend_state |
WEAK_TREND_DOWN |
-> |
WEAK_TREND_UP |
| 2026-04-07T12:33 |
USDCNH |
trend_state |
RANGE_BOUND |
-> |
WEAK_TREND_DOWN |
| 2026-04-07T12:33 |
global |
dispersion |
low |
-> |
normal |
| 2026-04-07T08:33 |
USDSEK |
vol_regime |
ELEVATED |
-> |
STRESS |
| 2026-04-07T08:33 |
USDCNH |
vol_regime |
NORMAL |
-> |
ELEVATED |
| 2026-04-07T06:33 |
USDMXN |
trend_state |
RANGE_BOUND |
-> |
WEAK_TREND_DOWN |
| 2026-04-07T04:33 |
USDPLN |
trend_state |
WEAK_TREND_DOWN |
-> |
RANGE_BOUND |
| 2026-04-07T03:33 |
USDSEK |
vol_regime |
STRESS |
-> |
ELEVATED |
| 2026-04-07T03:33 |
USDMXN |
trend_state |
WEAK_TREND_DOWN |
-> |
RANGE_BOUND |
Trade Router v2 | 2026-09-11 05:33 UTC