A new /regime tab scoring how far the AI/Tech bull regime has deteriorated
toward a re-rating as a single 0-100 index with per-signal breakdown and a
7/30-day trend. Intentionally decoupled: nothing reads its output to gate or
score trades — the daily-pipeline membership is scheduling only.
- regime_monitor_service: price sub-scores (P1-P6 via Alpaca, like
market_regime), VIX + HY credit spreads via a small FRED helper, weighted
aggregation over available signals (missing source -> n/a, dropped from the
denominator), one snapshot row/day, and a ~90-day history backfill by
replaying the already-fetched series as-of each past day.
- F1/F3 fundamentals proposed by the configured grounded LLM (reuses
sentiment_provider_service config resolution), with a manual override + lock.
- regime_snapshots table (migration 011); endpoints on the existing market
router; admin-editable weights/threshold; standalone /regime page.
Data needs: prices via Alpaca, VIX/credit via FRED (optional key — signals show
n/a without it). No LLM needed for history.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Replays the price-derived engine over stored OHLCV: at each weekly as-of date,
rebuild the setup from bars <= D (no lookahead) and walk the actual forward bars
for the realized outcome. Reports realized hit-rate/expectancy of qualified
setups (and all setups, by direction) plus a probability calibration curve
(predicted target prob vs realized hit rate).
Reuses pure functions throughout; extracted compute_technical_from_arrays /
compute_momentum_from_closes from scoring_service so live and backtest stay in
sync. Runs as a weekly/triggerable 'backtest' job caching the report in a
SystemSetting; GET /backtest/report serves it. Sentiment/fundamentals held
neutral (no point-in-time history) — calibrates the price/S-R/probability machinery.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
New market_regime_service computes a benchmark (SPY) trend from its 50/200-day
SMAs, cached in a SystemSetting and refreshed by a nightly job; GET /market/regime
exposes it. Dashboard shows a regime banner; setup cards flag a counter-trend
caution when a setup fights the regime (LONG in a bearish market / SHORT in a
bullish one). Informational only — nothing is suppressed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessen