🧠 Quantum Regime Shift Detector v3.0 — Institutional Edition

🧠 Quantum Regime Shift Detector v3.0 — Institutional Overview
📊 What It Does

The Quantum Regime Shift Detector identifies when the market transitions between different volatility and behavioral states.
It classifies every moment as one of three regimes:

Regime Description Visual
Stable Low-volatility, predictable environment ideal for trend-following 🟢 Green
Transition High-volatility, chaotic regime shifts or market rotations 🔴 Red
Uncertain Mid-zone where signals conflict or structure is reforming 🟡 Yellow
⚙️ How It Works
1️⃣ Five-Factor Market Feature Engine
Feature Description
Volatility Short-term standard deviation of price — captures movement intensity
Trend Strength Distance between fast and slow EMAs — shows directional persistence
Momentum Rate of price change — detects acceleration or exhaustion
Volume Change Relative volume spikes or droughts — measures participation shifts
Volatility Clustering ATR vs long-term ATR average — flags clustering of volatility bursts
2️⃣ Weighted AI-Style Shift Score

All five features are blended into a single smoothed composite using customizable weights
(default 30 % Volatility / 30 % Trend / 25 % Momentum / 15 % Volume / 20 % Clustering).
Think of it as a mini-neural-network attention layer that highlights whichever factor dominates.

3️⃣ Adaptive Percentile Thresholds

Analyzes the last 200 bars to build rolling percentiles:

📈 Above 75th percentile → Transition

📉 Below 25th percentile → Stable

⚖️ Between → Uncertain

This self-adjusts to volatility shifts across any timeframe or asset.

4️⃣ Visual System
Element Meaning
Aqua Line Quantum Shift Score (main signal)
Red / Green Lines Dynamic thresholds
Blue Fill Uncertain zone
Purple Line Regime probability (0–1 scale)
Histogram Current regime (high/low bars)
Background Tint Directional bias — green for bullish, red for bearish
🚨 Alerts & Integrations
Trigger Purpose
Bull Regime Shift Transition + bullish bias → “🚀 Bullish regime expansion detected.”
Bear Regime Shift Transition + bearish bias → “⚠️ Bearish volatility regime forming.”
Stable Zone Entry Calm phase → “✅ Market entering stable phase.”
AI Bridge Hooks Webhook alerts → POST /regime?state=transition / stable for Python or Alice integration
💡 Practical Use Cases
Objective Application
Position Sizing Reduce exposure during red transition zones
Strategy Selection Trend-follow in green stable zones; mean-revert in red transitions
Risk Management Tighten stops or hedge when volatility expands
Entry Timing Prefer entries during stabilization after transitions
🧩 Key Strength

A multi-dimensional, self-learning market classifier that adapts across assets and timeframes, giving you a quantitative edge by revealing when to change your playbook — before the market does.