feat: replace regime monitor with v2 methodology

2026-07-15 09:02:56 +02:00
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+# Regime Monitor v2 methodology
+
+The Regime Monitor is an observational AI/Tech risk thermometer. It does not
+gate entries, exits, position size, ranking, or alerts about individual setups.
+
+## Outputs
+
+**State** measures current structural stress:
+
+- Price structure, 40%: `max(P1, P2, P3)`, so the correlated 200-DMA, death-cross,
+  and drawdown readings receive one capped vote.
+- Fixed-basket breadth level, 25%.
+- HY option-adjusted credit spread, 20%.
+- VIX level, 15%.
+
+**Warning** measures deterioration and divergence:
+
+- Fixed-basket breadth divergence while SMH holds/rises, 50%.
+- 60-session SMH/SPY relative-strength deterioration, 30%.
+- Hyperscaler capex cuts, 12%.
+- Good-news-stock-down earnings reactions, 8%.
+
+Combined, RSP/SPY (former F4), and the NVDA canary (former P6) do not enter v2.
+
+## Scale and missing data
+
+Zero means ordinary/healthy, and only stress contributes positively. Automated
+capex `raising`/`holding` and no good-news-stock-down pattern map to zero;
+`mixed`, unknown, and stale observations are unavailable rather than neutral 50.
+
+Scores renormalize over available fixed weights, but a band is published only at
+75% or greater coverage. Trend deltas are suppressed when the participating
+pillar set changes. Bands are stable `<30`, watch `<60`, elevated `<80`, and
+breaking `>=80`.
+
+Credit uses named HY OAS anchors (3.5 mild, 5.0 elevated, 7.0 stressed) for 70%
+of its score and a ten-year upper-tail percentile for 30%.
+
+## Point-in-time record
+
+The first v2 run rebuilds the latest 400 trading sessions with sufficient sensor
+warm-up. Routine runs thereafter insert/update only the latest trading date.
+Fundamental observations have an effective date (normally the next session after
+collection) and are never replayed backward. The history API and main chart show
+only snapshots marked `methodology: v2`.
+
+Each snapshot stores the fixed basket symbols, hash, and freeze date. Reconstructed
+history before that freeze date is retrospective/exploratory; readings after it
+form the forward record.
+
+## Warning study
+
+The study calls the outcome a **10% correction**, not a regime break. The first
+70% of sessions freezes the 80th-percentile warning threshold; alarm episodes are
+measured on the final 30%. An alarm requires an upward crossing and another alarm
+requires a reset below the threshold. The report exposes warned/missed events,
+false alarms per year, median lead, sample dates, event count, report date, and
+whether the result is exploratory or a true forward holdout. UI claims are
+generated from that report; no performance sentence is hard-coded.
+
+## Operator rule
+
+Quadrant alerts default off for new/reset configurations. When enabled they
+require fresh inputs, at least 75% coverage on both axes, two consecutive daily
+confirmations, hysteresis, and cooldown. Every alert states: **Risk thermometer —
+not a trade signal.**