Regime Bot macro regime detection

Paper trading Alpaca ETF rotation Updated every 60s live

How this bot is different

This bot doesn't trade on price patterns. It classifies the market into one of five macroeconomic regimes — Growth, Recovery, Stagflation, Crisis, or Sideways — and rotates a 4-position equal-weight ETF portfolio to match. Validated via classifier walkthrough against historical regimes (COVID 2020, Q1 2022, Late 2018, 2023-2024), not by P&L backtest.

Current Regime

— awaiting first classification

Classifier inputs

5-factor macro signal

VIX (20d MA)

—

Bond-Equity Corr

—

XLE Rel Strength

—

SPY vs 200-SMA

—

TIP/TLT Inflation

—

Regime flips

—

awaiting first flip

Total trades

—

awaiting first rebalance

Total P&L

—

cumulative realized

Open positions

—

scanning

Cumulative P&L

—

Waiting for first regime rebalance.

Portfolio allocation

target vs current

Target (by regime)

——

Current (live)

awaiting positions—

Regime flip log

— total

From	To	Trigger	Date
No regime flips yet — bot is in its initial regime.

Recent rebalance trades

— total

Symbol	Action	Regime	Price	Qty	Notional	P&L	Date
No rebalance trades yet.