Research Library · Market Regimes · Since 1999
Everything WallStreetCourier publishes rests on one question: is this market paying investors to take risk? Start with the three guides that answer it, then follow the framework into sentiment, positioning, individual markets and portfolio construction.
01Start here
Read in this order. Each guide builds on the one before it: the binary read, the six-state detail behind it, and the indicator machinery that produces both.
1
The concept
What the two states mean, which assets move on each side, why the usual gauges fail, and how the regime is measured for 29 markets after every close.
Read the guide →2
The classification
Risk-on and risk-off split into six regimes, from Very High Reward to Very High Risk, each with its own return, volatility and drawdown record since 1985.
Read the guide →3
The machinery
How the 40 indicator types across trend, trend quality and sentiment are built, tested and aggregated into Market Health Scores, and which rules cannot be overridden.
Read the guide →02Smart money & sentiment
Sentiment is one of the three indicator groups behind every regime. Its best-known input is the Smart Money Flow Index, which WallStreetCourier supplies to Bloomberg Professional.
03Commitments of Traders
The weekly CoT report, applied across 38 futures markets to uncover structural shifts in positioning.
04Framework applied
The same approach, market by market. The daily pages are recalculated after every close; the reports are dated regime reviews.
Updated daily
Regime reports
05Portfolio & risk
What the regime tells you about exposure is only useful inside a portfolio that survives the drawdowns. Studies on construction, diversification and risk.
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