RegimeForecast

Trading strategies don't fail because of bad signals. They fail because they're running in the wrong regime.

I spent years watching solid mean-reversion setups bleed out in trending markets, and trend-followers get chopped to pieces in low-volatility ranges. The problem was never the strategy — it was the environment.

So I built RegimeForecast.

It uses Hidden Markov Models to classify the current market regime in real-time: trending, mean-reverting, or high-volatility. Then it gives you:

- Real-time regime dashboards (S&P 500, Nasdaq, sector ETFs)

- Regime change alerts so you can adapt before your strategy starts bleeding

- 20+ years of historical regime data for backtesting your edge by regime

- A REST API for quant teams and systematic traders

The insight is simple: your strategy's edge is highly regime-dependent. A Sharpe of 1.8 in a trending regime can flip to -0.6 in a mean-reverting one — same strategy, different environment.

We're launching on Product Hunt this Thursday (March 19). Would love to hear from systematic traders, quants, or anyone who's been burned by regime mismatches — what signals do you use to detect a regime shift?

https://regimeforecast.com