Adaptive Market Regime Engine - AMR [1.2.0]

An analysis and decision framework for traders who want to understand what their strategy can truly deliver in real market conditions.

Note: This script loads in a neutral state.
Performance depends entirely on the selected setup and market regime.

From Backtest to Market Reality

Many traders are familiar with the same situation:

In backtesting, a strategy appears stable – smooth equity curve, clean metrics.
In live trading, drawdowns, uncertainty, and emotional decisions follow.
Then the strategy gets optimized, replaced, or abandoned – often exactly when the market would have started to adapt again.

The problem is rarely the strategy itself.
It is the missing market context in which it is applied.

AMR was developed to close this gap:
Trading ideas are not viewed in isolation, but systematically classified into market regimes and market phases – with a realistic view on risk, drawdowns, and capital impact.

Market as a Regime – Not a State

The market is not a static environment.
It continuously shifts between different regimes, each placing different demands on strategies.

AMR continuously classifies the market into structured phases, including:

• Squeeze – low volatility, transition and buildup phases
  
• Strong Trend (Bull / Bear) – clear directional movement with statistical edge
  
• Weak Trend – directional bias with increased pullbacks
  
• Range – sideways markets with limited opportunity
  
• Neutral – transition phases without a clear advantage
  

All trades, metrics, and evaluations are always viewed within the context of these phases.

This creates understanding of:

• why trades occur or are deliberately avoided
  
• why drawdowns happen
  
• why a setup may temporarily underperform without being fundamentally flawed
  

Four Analysis Modes – Four Perspectives on the Same Setup

Setup Mode – The Strategy Itself

In Setup Mode, you develop and analyze your trading idea independently of account size.

Here you define and test, among other things:

• Entry and exit logic
  
• ATR-based exits, trailing stops, fixed take-profits, breakeven rules
  
• Re-entry concepts for trend continuation
  
• phase-dependent parameters
  

Core question:
Is this trading idea logical, consistent, and technically robust?

Portfolio Mode – Capital Reality

Portfolio Mode translates a setup into a realistic account simulation.

It visualizes:

• equity curve development
  
• maximum drawdown (absolute and percentage)
  
• capital exposure
  
• risk development over time
  

Core question:
How does this setup actually affect my capital?

Heatmap Mode – The Time Test

Heatmap Mode evaluates performance over time, not just as an aggregate result.

It shows:

• strong and weak months
  
• recurring drawdown phases
  
• periods without trades
  
• recovery phases after losing streaks
  

Core question:
Which weak phases are structurally part of this setup – and what must a trader be able to endure during these periods?

Live Mode – Understanding the Current Market Environment

Live Mode analyzes the market in real time.

It shows:

• the current market regime
  
• active or inactive setup conditions
  
• concrete reasons for “no-trade” phases
  
• re-entry status and timing logic
  

Goal:
Not just seeing trades, but understanding why trades are taken – or consciously avoided.

Position Sizing & Kelly Reference

Many traders optimize entries and exits but underestimate the impact of position sizing.

AMR integrates the Kelly principle as a reference model to:

• contextualize expectancy and risk
  
• compare fixed position sizes with dynamic weighting
  
• identify whether drawdowns stem from the strategy or from position sizing
  

Kelly is neither a recommendation nor a requirement, but an analytical tool to evaluate one’s own risk management.

Validated Starter Setups & Private Community

At launch, every AMR subscriber receives three validated and currently live-traded setups.

These setups include:

• complete parameter configurations
  
• clear market phase classification
  
• defined risk and exit structures
  

They serve as real-world references for how a robust setup is constructed.

Additionally, all users gain access to a private Telegram group.

This group is not a signal service.
It is intended as a shared workspace and exchange environment.

Every trader favors different markets and timeframes and brings individual account sizes, time horizons, and mental resilience.
What does not fit one trader may be ideal for another.

From this context emerges a rich and continuously growing pool of real, field-tested trading setups, from which each trader can select the strategies that best fit their style, capital, and mental strength.

Technical Integrity & Data Stability

AMR operates with:

• non-repainting signals
  
• realistic costs (fees & slippage)
  
• stable backtests
  

Who AMR Is Designed For

AMR is built for traders who:

• systematically develop their own strategies
  
• actively incorporate market phases into decision-making
  
• seek to understand drawdowns instead of reacting emotionally
  
• aim for long-term consistency
  

Guiding Principle

You design your strategy.
AMR shows how it behaves across real market phases – and what those decisions mean for your trading account.

Past performance ≠ future results.