Free Tools
Regime Detector
Type any liquid ticker. Get a one-glance read on whether price is in a trend, balance, or volatile regime — plus the one-line playbook Nexural traders use for that state.
As of 2026-07-10 · daily close data, ~90-day lookback
last 7 closes
Momentum z
+0.08
21d return vs ~90d baseline
Volatility z
+0.59
21d σ vs ~90d baseline
Composite strength
9/100
Playbook excerpt
Balance regime — momentum compressed, volatility tame. Bias: mean reversion at value-area edges. Targets: opposite VAH/VAL. Avoid breakout chasing; wait for confirmation after a single-side initiative print.
Lightweight heuristic. This public demo uses end-of-day data and a simple momentum/volatility z-score classifier. The full HMM regime engine — intraday data, hidden-state transitions, conviction-weighted playbooks — lives inside the trader cockpit for members. Anonymous users get 5 reads per hour; sign in for unlimited.
Beyond the demo
The real regime engine ships with the cockpit.
Inside Nexural, the regime engine runs on intraday data, blends a hidden-state transition model with volume-profile context, and dispatches conviction-weighted playbooks straight to the swing desk. Members get unlimited reads, live alerts when a ticker flips state, and the full playbook for every regime — not just the one line.
How this works
- [1] Pulls roughly 6 months of daily closes from a public price endpoint.
- [2] Computes log-returns. Builds non-overlapping 21-day windows on the baseline period to get a distribution of "month-shaped" returns and volatilities.
- [3] Z-scores the most recent 21 days against that distribution: momentum z (cumulative return) and volatility z (rolling σ).
- [4] Classifies: |vol z| > 1.5 → volatile. Else |mom z| > 1.0 → trend. Else → balance.
- [5] Composite strength = 0.6 · |mom z| + 0.4 · |vol z|, clamped 0–1 for display.
The math is on purpose simple and inspectable. You can break it. The production cockpit engine handles regime hand-offs, false-flip filtering, and intraday refresh — none of which fit in a free demo.