MRRMarket Regime
Research

Classification research / edition 2026.10

Regime definition sensitivity

Separate a different definition from a different data vintage.

Candidate definition

12 fictional decisions

Baseline: thresholds 0 / 0; inclusive half-width 0.1. Each observation uses its own following-month cutoff, on day 20 at 16:00 UTC.

Definition sensitivity

3 / 12 labels changed

G+ / I+ : 2

G+ / I- : 0

G- / I+ : 2

G- / I- : 2

Boundary : 5

Unavailable : 1

Same information set, different thresholds
ObservationBaselineCandidateChanged
2024-01G+ / I+G+ / I+No
2024-02G+ / I+G+ / I+No
2024-03G+ / I-BoundaryYes
2024-04G- / I-G- / I-No
2024-05UnavailableUnavailableNo
2024-06BoundaryG- / I+Yes
2024-07G+ / I+BoundaryYes
2024-08BoundaryBoundaryNo
2024-09BoundaryBoundaryNo
2024-10G- / I-G- / I-No
2024-11BoundaryBoundaryNo
2024-12G- / I+G- / I+No

Synthetic fixture constructed and published 2026-10-16. Not a historical prediction record. Changed labels measure definition sensitivity, not accuracy, confidence or profitability. Later revisions are excluded from each information cutoff.

How comparison counts are defined