📝 SmartPhase Analyzer – Composite Market Regime Classifier
SmartPhase Analyzer is an adaptive regime classification tool that scores market conditions using a customizable set of statistical indicators. It blends multiple normalized metrics into a composite score, which is dynamically evaluated against rolling statistical thresholds to determine the current market regime.
✅ Features:
Composite score calculated from 13+ toggleable statistical indicators:
Sharpe, Sortino, Omega, Alpha, Beta, CV, R², Entropy, Drawdown, Z-Score, PLF, SRI, and Momentum Rank
Uses dynamic thresholds (mean ± std deviation) to classify regime states:
🟢 BULL – Strongly bullish
🟩 ACCUM – Mildly bullish
⚪ NEUTRAL – Sideways
🟧 DISTRIB – Mildly bearish
🔴 BEAR – Strongly bearish
Color-coded histogram for composite score clarity
Real-time regime label plotted on chart
Benchmark-aware metrics (Alpha, Beta, etc.)
Modular design using the StatMetrics library by RWCS_LTD
🧠 How to Use:
Enable/disable metrics in the settings panel to customize your composite model
Use the composite histogram and regime background for discretionary or systematic analysis
⚠️ Disclaimer:
This indicator is for educational and informational purposes only. It does not constitute financial advice or a trading recommendation. Always consult your financial advisor before making investment decisions.
SmartPhase Analyzer is an adaptive regime classification tool that scores market conditions using a customizable set of statistical indicators. It blends multiple normalized metrics into a composite score, which is dynamically evaluated against rolling statistical thresholds to determine the current market regime.
✅ Features:
Composite score calculated from 13+ toggleable statistical indicators:
Sharpe, Sortino, Omega, Alpha, Beta, CV, R², Entropy, Drawdown, Z-Score, PLF, SRI, and Momentum Rank
Uses dynamic thresholds (mean ± std deviation) to classify regime states:
🟢 BULL – Strongly bullish
🟩 ACCUM – Mildly bullish
⚪ NEUTRAL – Sideways
🟧 DISTRIB – Mildly bearish
🔴 BEAR – Strongly bearish
Color-coded histogram for composite score clarity
Real-time regime label plotted on chart
Benchmark-aware metrics (Alpha, Beta, etc.)
Modular design using the StatMetrics library by RWCS_LTD
🧠 How to Use:
Enable/disable metrics in the settings panel to customize your composite model
Use the composite histogram and regime background for discretionary or systematic analysis
⚠️ Disclaimer:
This indicator is for educational and informational purposes only. It does not constitute financial advice or a trading recommendation. Always consult your financial advisor before making investment decisions.
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Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.