Invest in the market you have, not the one you hope for.

Hope is not a position. Our research shows which Market Regime the market is in right now, and whether that regime calls for full exposure or for caution.

The Research Process

Every trading day, each market passes through the same four-stage process. The methodology is systematic, transparent and applied consistently across markets and market cycles.

Step 01
Indicators: Measure the market structure
More than 40 published signals across Trend, Trend Quality and Sentiment, recalculated for every market after each session. Trend measures direction and persistence. Trend Quality evaluates the strength and breadth of participation behind that trend. Sentiment identifies whether positioning has become supportive, complacent or excessively crowded.
Step 02
Market Health: One aggregated view for each time frame
All published indicator signals are aggregated into Short-Term, Mid-Term and Long-Term Market Health scores ranging from 0 to 100. The scores summarise the underlying market condition across different time horizons. Readings above 50 indicate a supportive environment, while readings below 50 indicate a more fragile environment.
Step 03
Identifying Market Regimes
The interaction between Short-Term and Mid-Term Market Health determines the prevailing Market Regime, ranging from Very High Reward to Very High Risk. Long-Term Market Health provides the structural backdrop and indicates whether the market remains in a long-term bull or bear environment.
Step 04
Risk / Return: Place the regime in its historical risk and return context
For every regime, the Dashboard shows how the market has behaved under comparable conditions, including returns, realized volatility and downside risk. It also shows how the current regime is developing and how likely a regime change has historically been from a similar starting point.

Nothing in this research process is an opinion. Every classification traces back to the individual indicators behind it.

The regime is not the average of the scores. It is the interaction between them. A strong Long-Term score with a deteriorating Short-Term reads as Increasing Risk, not High Reward. That distinction is what separates a healthy consolidation from an early warning.

The signals behind the scores come from three dimensions:

1. Trend

Is the market trending higher, lower, or sideways? EMA, MACD, Trend Trader Index. The directional foundation. Necessary but not sufficient alone.

2. Trend Quality

How many stocks support the trend? Advance/Decline, % above key moving averages, New Highs vs. New Lows. A narrow trend is fragile. A broad trend is durable.

3. Sentiment

How crowded is the trend? Smart Money Flow Index (Bloomberg since 2003), AAII Survey, Put/Call Ratio. Extreme positioning is a headwind, not a direction signal.

Same process, same indicators, same regime definitions, applied across all 29 markets every day. That consistency is what makes classifications comparable across regions and market cycles.


What This Means in Practice

Regimes are not labels. Each one has recorded a distinct return and risk profile over four decades of daily classification.

Click here to see how the six regimes are defined
REGIME Short-Term
Market Health
Mid-Term
Market Health
Interpretation
Very High Reward ≥ 50 ≥ 50 Strong internal participation and momentum are fully supported by a healthy mid-term structure. Volatility is typically low, pullbacks are short-lived, and risk-reward is highly favorable.
High Reward ≥ 50 37.5 - 50 Near-term internals are strong, but the mid-term structure is still rebuilding. The market remains constructive, but volatility can be higher and trends less uniform than in a Very High Reward regime.
Increasing Risk 37.5 - 50 ≥ 50 The broader structure is still supportive, but short-term internals are weakening. This often reflects exhaustion, overbought conditions, or sentimental extremes. Risk is rising, but downside may remain contained if internals recover.
Increasing Reward ≥ 50 < 37.5 Short-term internals are improving after prior damage, but the broader structure remains weak. Risk-reward is improving, though gains may be fragile and prone to sharp reversals.
High Risk 25 - 37.5 25 - 50 Both short- and mid-term internals are deteriorating. Volatility increases, reactions to negative news intensify, and upside potential becomes increasingly limited.
Very High Risk < 25 < 37.5 Internals are broadly weak across timeframes. Selling pressure is widespread, volatility is elevated, and rallies tend to be short-lived oversold reactions rather than sustainable advances.
General Rule: As long as Long-Term Market Health remains above 50%, long-term market conditions remain consistent with a structural bull market.
Very High Reward
+26.9%
Annualized, S&P 500 since 1998, while the market was in this regime.
Very High Risk
−34.0%
Annualized, S&P 500 since 1998, while the market was in this regime.
Same index. Different regime.
2003
Bloomberg Professional listing. The only external validation that cannot be self-reported.
25+
Years of daily end-of-day classification. Framework in place since 1999.
29
Global markets classified daily using the same indicators and regime definitions.

These figures describe how the index behaved while each regime was in place. They characterise market conditions, they are not a trading track record and not an attainable return.

The full picture for one market, as it appears on the Market Dashboard. Historical example, S&P 500, statistics since 1998, as of July 2026. Current values update daily on the dashboard.

Click here to see how the six regimes are defined
REGIME Short-Term
Market Health
Mid-Term
Market Health
Interpretation
Very High Reward ≥ 50 ≥ 50 Strong internal participation and momentum are fully supported by a healthy mid-term structure. Volatility is typically low, pullbacks are short-lived, and risk-reward is highly favorable.
High Reward ≥ 50 37.5 - 50 Near-term internals are strong, but the mid-term structure is still rebuilding. The market remains constructive, but volatility can be higher and trends less uniform than in a Very High Reward regime.
Increasing Risk 37.5 - 50 ≥ 50 The broader structure is still supportive, but short-term internals are weakening. This often reflects exhaustion, overbought conditions, or sentimental extremes. Risk is rising, but downside may remain contained if internals recover.
Increasing Reward ≥ 50 < 37.5 Short-term internals are improving after prior damage, but the broader structure remains weak. Risk-reward is improving, though gains may be fragile and prone to sharp reversals.
High Risk 25 - 37.5 25 - 50 Both short- and mid-term internals are deteriorating. Volatility increases, reactions to negative news intensify, and upside potential becomes increasingly limited.
Very High Risk < 25 < 37.5 Internals are broadly weak across timeframes. Selling pressure is widespread, volatility is elevated, and rallies tend to be short-lived oversold reactions rather than sustainable advances.
General Rule: As long as Long-Term Market Health remains above 50%, long-term market conditions remain consistent with a structural bull market.
RegimeTime ShareEpisodesReturn p.a.Up DaysAvg. Up DayAvg. Dn. DayVolaSharpe
Risk-On · 70.6% of the time
Very High Reward 62.7%39126.9%56.3%0.6%-0.5%11.5%2.33
High Reward 4.0%13343.6%56.3%0.8%-0.6%16.3%2.67
Increasing Reward 3.9%9839.2%55.9%1.1%-1.1%22.9%1.71
Risk-Off · 29.4% of the time
Increasing Risk 14.9%387-16.4%49.7%0.7%-0.8%15.9%-1.03
High Risk 4.7%196-17.1%47.7%0.8%-0.8%17.1%-1.00
Very High Risk 9.8%159-34.0%48.0%1.5%-1.7%38.2%-0.89
Benchmark · Buy & Hold
All Periods 100.0%12.3%54.4%0.7%-0.7%17.3%0.71

Historical example for illustration. Figures describe index behaviour while each regime was in place and are not a trading track record. The dashboard shows the current, daily updated statistics for all 29 markets.

From Market Regime to Portfolio Positioning

Market conditions do not support the same level of risk at every stage of the cycle. These historical observations show how investors can adapt exposure, position sizing, and risk controls as the Market Regime changes.

Very High Reward Strong bull market
Staying fully invested and adding on pullbacks. Selling early has historically meant giving up the strongest part of the cycle.
High Reward Developing bull market
Building positions and letting winners run, with wider stops to survive the higher volatility.
Increasing Reward Early recovery
Starting to accumulate in tranches. Chasing the first bounce has historically been punished by sharp reversals.
Increasing Risk Weakening bull market
Taking partial profits, tightening stop losses and cutting the most extended positions.
High Risk Established bear market
Raising cash, hedging and reducing equity exposure. Holding through this regime has historically cost the most.
Very High Risk Severe bear market
Maximum defense. Bottom fishing in this regime has historically produced the largest losses of the entire cycle.

Historical observations across regime episodes since 1998, not investment advice. Position sizing and timing depend on your strategy and risk tolerance.

The following are documented regime classifications from the framework.

Mar 2020
High Risk to Increasing Reward

COVID Crash Bottom

  • Markets still pricing in worst-case scenarios.
  • Framework shifted to Increasing Reward.
  • Breadth improved before price confirmed.
  • The rally followed. Investors waiting for narrative certainty missed the bulk of it.
2022
High Risk / Very High Risk: held

Bear Market

  • Repeated bottom calls throughout the year.
  • Framework stayed in High Risk and Very High Risk.
  • Internals continued to deteriorate beneath the surface.
  • The actual bottom came only when structural conditions confirmed it.
Jan 2025
Very High Reward to Increasing Risk

Nasdaq Early Warning

  • Price near all-time highs. Headlines broadly constructive.
  • Short-Term Market Health began deteriorating.
  • Regime shifted weeks before the price decline.
  • Investors monitoring regime had a signal. Investors monitoring price had none.
Most investors focus on price. Price is the last thing to change. By the time the move is visible in price, the structural shift has already occurred. The framework is designed to detect it first.

See today's Market Regime before the open for the S&P 500 and 29 global markets.

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What Makes This Different

Most research you read daily, whether newsletters, macro commentary or single-indicator signals, is built on opinion. The analysis changes with the narrative. There is no framework, no consistency, and no verifiable record. That is not a data problem. It is a structural problem.

Most research you read daily
  • Opinion-driven: analysis changes with the narrative
  • US-centric: one market, one view
  • No systematic framework: each call is standalone
  • Backtested or no performance record at all
  • No integration: signal today, forgotten tomorrow
WallStreetCourier
  • Data-driven: same indicators, same definitions, every day
  • 29 global markets: North America, Europe, Asia-Pacific, EM
  • Six-zone regime framework, consistent since 1999
  • End-of-day classification, framework in place since 1999
  • Bloomberg Professional Terminal data provider since 2003
  • Integrated system: indicators, regime, ETF portfolios
Three principles. No exceptions.

1. Discipline over Conviction. The data determines the regime. Not the macro view. Not the narrative. Not the consensus.

2. Structure over Narrative. A market at all-time highs with deteriorating internals is not the same as a market at all-time highs with broad participation. Both look identical on a price chart. They are not the same regime.

3. Risk Management over Prediction. The framework does not predict turning points. It identifies when structural conditions have shifted, typically before price confirms it.


Track Record and Credentials

Most track records are reconstructed. This one is not. Every regime classification in the historical record was generated at the time, end-of-day, since the framework was put in place in 1999.

Framework in place since
1999
End-of-day classification. No look-ahead bias.
Bloomberg listing
Since 2003
Smart Money Flow Index on Bloomberg Professional
Markets covered
29
Equity markets and 12 US sectors, classified daily
BBGSince 2003
The one credential that cannot be self-reported The WSC Smart Money Flow Index is an official data series on Bloomberg Professional Terminal since 2003, accessible via SMART <Index> GO. Not a media mention. Not a partnership. Operational distribution through the global infrastructure used by the world's largest banks and asset managers. Full Bloomberg background

Everything below is context rather than validation.

Bloomberg
Official SMFI data provider since 2003. Chart of the Day, September 2011.
Barron's
Smart Money Flow Index featured in market analysis.
Wall Street Journal
Referenced in institutional sentiment coverage.
Forbes
Smart Money Flow Index coverage.
Financial Post
Follow the Smart Money to beat the market.
MarketWatch
The smart money index is doing something unusual.
Seeking Alpha
Certified Partner since 2014. Multiple Editor's Pick articles.
Trader's Magazine
Featured in German edition, April 2016.

The Team

WallStreetCourier is an independent, family-owned research boutique. The team combines the original developer of the Smart Money Flow Index with institutional portfolio management experience and academic economics credentials.

Founder
Rudolf Koch Senior
Founded WallStreetCourier in 1999. Developer of the Smart Money Flow Index, officially listed on Bloomberg Professional Terminal since 2003. Pioneer in technical market analysis. His work remains the data foundation of every regime classification published today.
Research and Development
Robert Koch
Award-winning quantitative portfolio manager with experience managing $2B AUM. Responsible for the development and application of the WSC quantitative framework.
Research and Development
Rudolph Koch
PhD Economics. Responsible for research integration and systematic validation of the WSC Market Regime Framework.

Our starting point is assessment, not prediction. Risk builds internally before it becomes visible in price, and the framework is designed to detect that buildup before price confirms it. That is not a forecast. It is a structural classification with documented historical behaviour.

Learn More

See Today's Market Regime Before the Open

Daily end-of-day regime classifications for the S&P 500 and 29 global markets. Framework in place since 1999. Bloomberg Professional data provider since 2003. One market per week free, no credit card required.