Market Regime & Volatility Dashboard

Both SPY and QQQ are indicating a high volatility regime, with the SPY at 100% and the QQQ at 99.6%, suggesting elevated near-term volatility.

The assets in the HIGH VOL regime include SPY, QQQ, IWM, DIA, XLK, XLF, XLV, XLY, XLP, XLI, GLD, USO, SLV, and UUP, while XLE, XLU, XLC, and TLT are in the LOW VOL regime, with no assets currently transitioning.

The HMM transition probabilities imply sticky regimes, meaning that once in a high or low volatility state, assets tend to persist in that state, which has significant implications for positioning and risk management.