OPEN-SOURCE SCRIPT

CS 2.0 Hedge Fund Method

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The indicator classifies market conditions using a rolling return window (default: 20 bars):

Bull: 20-bar cumulative return ≥ +5%
Bear: 20-bar cumulative return ≤ −5%
Sideways: Anything in between

Each completed regime is treated as a state in a Markov chain. The indicator records transitions from one state to the next and builds a 3×3 transition probability matrix, showing the likelihood of moving between Bull, Bear, and Sideways conditions.

Markov 2.0 Improvements

Pernyataan Penyangkalan

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