Detecting hidden market regimes beyond correlation (empirical results)

2 points

6 months ago

Sharing an empirical regime-detection study based on structural coupling rather than correlation.

Key finding: correlation can stay high while structural dependence collapses. The signal detects rigid, transitional and chaotic regimes across scales.

Black-box engine, results only. Not predictive, no ML.

Looking for feedback on interpretation and related literature.

Repo: https://github.com/johnoliveiradev/Multiscale-structural-regime-benchmark/tree/main/results/BTC%20vs%20ETH%2060%20days