Market Regime & Volatility Dashboard

The current regime status indicates high near-term volatility, with the SPY and QQQ having HMM probabilities of 100% and 99.5%, respectively.

The breakdown by regime shows that assets such as SPY, QQQ, IWM, and others are in the HIGH VOL regime, while XLE, XLU, XLC, and TLT are in the LOW VOL regime. No assets are currently transitioning.

The regime persistence interpretation suggests that the current high volatility regime is likely to persist, given the sticky nature of HMM transition probabilities. This has implications for positioning, as traders may need to adjust their strategies to account for the ongoing high volatility environment.