Regime Reaper | QuantEdgeB

📊 Regime Reaper | QuantEdgeB

🔍 What is Regime Reaper?
Regime Reaper is QuantEdgeB’s premier regime detection engine, designed to quantify market behavior through a scientific blend of stationarity tests, trend diagnostics, and reversion signals.
Rather than guessing if a market is trending or mean-reverting, Regime Reaper mathematically determines it—blending econometrics with market momentum, volatility texture, and predictive correlation.
💡 Think of Regime Reaper as a financial MRI — probing deep statistical layers to tell you what kind of environment you're in before you make a move.

⚙️ Core Components
✅ Z-Blend Framework
At its core, Regime Reaper combines up to 15 independent signals, each normalized via Z-Scores, including:
• 🧪 Stationarity Tests: ADF, KPSS, PP Test — detecting mean-reverting pressure or randomness
• 🌀 Cycle Predictors: Hurst exponent, Fourier approximation
• 🔥 Trend Strength: ADX, Price Momentum Correlation (PMC), Relative Price Change
• 💣 Volatility Analysis: GARCH, BBW, VAM
• ⚡ Behavioral Texture: Choppiness Index, Wavelet Energy, Half-Life
Each signal is optionally enabled/disabled — allowing surgical custom blends tailored to your asset or timeframe.
✅ Z-Avg Value Engine
• All active signals are aggregated into a composite Z-Score (Z-Avg)
• This value forms the backbone of regime classification logic
• Combined with adaptive percentile thresholds for precision detection

🎯 Regime Classification Logic
🧭 Z-Avg-Based Threshold Model
Regime Reaper classifies markets into three states:
Z-Avg Score Market Regime
≥ Threshold + Percentile 🔺 Trending
≥ Threshold Only ⚖️ Neutral / Weak Trend
≤ Reversion Threshold 🔻 Mean-Reverting
These scores are colored, plotted, and displayed in a histogram view to make regime transitions immediately visible.
✅ Custom threshold values via:
• Trending Threshold
• Reverting Threshold
• Percentile Rank Comparison

📊 Dashboard Overlay (Optional)
Regime Reaper includes three live tables:
1. Metrics Panel (𝓡𝓮𝓰𝓲𝓶𝓮 𝓡𝓮𝓪𝓹𝓮𝓻)
o Displays the Z-Score of each active metric
o Highlights total Z-Blend Score
o Shows current regime stage (Trending, Reverting, Neutral)
2. Signal Scanner Table
o Explains current Z-Avg score & decision logic
o Displays thresholds for trend/revert neutrality
o Delivers a stage verdict with live updates
3. Info Panel
o Visual color-coded regime bars
o Snapshot of all 3 possible states

🎨 Visual Signal System
• Z-Avg Histogram — core value colored by regime state
• Background Coloring — lightly shades trending vs reverting periods
• Table Text Coloring — shows metric strength in live table updates
• User-Specified Color Themes — switch between Magic, Strategy, Cool, etc.

🧠 Why Use Regime Reaper?
Because knowing the market’s regime changes everything:
• Reversion strategies fail in strong trends
• Trend systems bleed during choppy reverts
• Random walks are dangerous to both
With Regime Reaper, you no longer have to guess — you measure.

💼 Ideal Use Cases
• Trend vs Mean-Reversion Filters
• System Mode Switching (Auto Toggle)
• Volatility Regime Adaptation
• Signal Confidence Boosting (by regime match)
• Portfolio Allocation Strategy Filters

🧬 Default Config
• Composite Model: All 15 metrics ON
• Trending Threshold: +0.15
• Reversion Threshold: −0.15
• Adaptive Filtering via Percentile Ranks

🧬 In Summary
Regime Reaper | QuantEdgeB is more than a filter — it's a regime recognition system built on powerful statistical indicators and dynamic Z-Score fusion. It doesn’t just observe behavior; it categorizes it.
Use it to confirm entries, time exits, suppress signals in bad regimes, or dynamically change your system logic.

📌 Trade the Right Logic in the Right Market | Powered by QuantEdgeB

🔹 Disclaimer: No indicator guarantees future performance.
🔹 Tip: Tune metric