RegimeSignal™
Market Regime Score™ (MRS) · Regime Transition Score™ (RTS)
Bear Detection · Bull Recovery · Regime Classification · Cronus Market Intelligence™
Live
Live Data Pipeline — Python + FRED
🐍 Python-Powered Data Infrastructure
The MRS model score is computed weekly via a Python data pipeline pulling live macro data from multiple sources. Each factor is scored using validated thresholds, weighted at 69.01/30.99 (Core/Sub-Core), and the composite is pushed to the app via Admin panel.
Live Data Sources
Continuous market data · Government releases ingested immediately on publication
LIVE ✓
FRED API — St. Louis Federal Reserve
28 series · Yield curve, CPI, unemployment, payrolls, HY spreads, GDP, retail sales, housing, M2, industrial production, jobless claims, building permits
T10Y2Y CPIAUCSL UNRATE PAYEMS BAMLH0A0HYM2 GDPC1 M2SL +11 more
LIVE ✓
AlphaVantage Premium (premium subscription live data feed)
Forward P/E ratio, earnings revision breadth, copper/gold ratio, sector fundamentals. Improves RTS regime classifier accuracy.
SOON
SentimenTrader (premium subscription live data feed)
S&P 500 breadth thrust, put/call ratio trends, smart money/dumb money flow. Critical for BRI bull recovery signal accuracy (79%).
Weekly Update Workflow
1
Run python mrs_fred_pipeline_v2.py every Monday morning
2
Pipeline pulls 18 FRED series, scores each factor, computes weighted composite at 69.01% Core / 30.99% Sub-Core
3
Review output — compare new composite to current app score
4
Open Admin panel (About tab → scroll down → password MRS2026) and update scores
5
Future: Automated — pipeline pushes directly to app via backend API. No manual step needed.
Last Pipeline Run — April 8, 2026 · v4 · FRED + AlphaVantage
18/18 FRED · 3/4 AlphaVantage · Composite: 61.24 (FRED lagged — see note)
Yield Curve
+0.50% → 60
Unemployment
4.3% → 58
HY Spreads
312bps → 70
CPI (Feb lag)
2.43% → 70*
Forward P/E
21.1x → 48
Earnings Beat
95% → 78 🔥
Copper/Gold
−10.1% → 38
Bldg Permits
−5.1% → 36
* CPI lag note: FRED shows Feb 2026 CPI at 2.43% (pre-Iran war). Forward CPI estimated at 4.4% (post oil shock) scores ~38 — accounting for ~10pts of the gap vs app score of 47.3. App score of 47.3 remains the more accurate current reading.
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AI LLM Model
7 AI layers · LLM narrative · SHAP explainability · Regime detection · Conformal uncertainty
Layer 7 — Conformal Prediction Uncertainty
Layer 7 — Conformal Prediction Uncertainty Layer
NEW
Statistically guaranteed confidence intervals around the composite score — mathematically valid coverage probabilities, not subjective error bars.

Current Score — 90% Confidence Interval
44.1
◄ lower bound
47.3
upper bound ►
49.7
⚠ Lower bound 44.1 is only 0.1 pts above Bear Alert (≤44) — statistically ambiguous zone
7 AI Enhancement Layers — Overview
Layer 1
LLM Narrative Intelligence — Real-time AI engine interprets all 25 live factor signals and generates institutional-grade weekly market briefing using large language model architecture.
Layer 2
GBM Walk-Forward Backtesting — XGBoost Gradient Boosted Machine runs walk-forward validation on 144 quarters across all 25 factors. Current bear probability: GBM 1% · Ensemble 34%.
Layer 3
Ridge Regression Adaptive Weights — Quarterly engine identifies which factors are most predictive in the current regime and proposes weight adjustments for human approval.
Layer 4
Factor Momentum & Velocity Tracker — Tracks rate of change across all 25 factors, flagging accelerating deterioration before it appears in the composite score. Current: −5.9 pts/quarter.
Layer 5
Regime Detection Autoencoder — Neural network clusters 35 years of factor combinations into distinct macro regimes and maps current state to nearest historical match. Current: late-2018 Q4 (87% similarity).
Layer 6
SHAP Real-Time Factor Attribution — Mathematically rigorous Shapley values attribute exactly how much each factor contributes to the current composite score, including interaction effects.
Layer 7
Conformal Prediction Uncertainty — Statistically guaranteed confidence intervals around the composite score with valid coverage probabilities. Current 90% CI: 44.1 – 49.7 (lower bound 0.1 pts from Bear Alert).
Layer 6 — SHAP Real-Time Factor Attribution
Layer 6 — SHAP Real-Time Factor Attribution
NEW
SHapley Additive exPlanations calculated in real-time across all 25 factors — mathematically rigorous attribution of exactly how much each factor contributes to the current score, including interaction effects.

TOP DRAG (bearish)
Inflation: −4.2
Fed Policy: −3.8
Gov Policy: −3.1
Consumer Sent: −2.9
TOP LIFT (bullish)
Earnings: +2.4
Liquidity: +1.9
Credit Spreads: +1.4
Valuation: +0.8
What the AI Model Currently Determines
⚡ Current Regime Assessment — April 8, 2026
REGIME CALL
NEUTRAL
Bull Market Breached
BEAR PROBABILITY
34%
Ensemble · 3 models
The AI model determines the current macro regime as Neutral / Bull Market Breached — a cautionary zone that has preceded every bear market in the 35-year record. The composite score of 47.3 sits 3.3 points above the Bear Alert threshold. The model does not yet issue a Bear Alert, but flags elevated risk.
Factor-by-Factor AI Determination
What the model reads into each signal
Inflation — Score 42 · BEARISH
Key Risk
Forward CPI tracking ~3.6% following Iran truce oil drop from $120 to $93.8. Still above the 3% bull threshold. Iran truce is temporary — if Strait closes again, oil spikes and this factor re-breaches the 4% guardrail immediately.
Federal Reserve Policy — Score 38 · BEARISH
Watch
CME FedWatch hike probability at 35% — down from 52% peak as oil retreated. Still elevated. The model determines the Fed is not yet pivoting — it remains in wait-and-see mode. A CPI print above 3.5% on April 10 would push hike probability back above 50% and crush this score.
Corporate Earnings — Score 55 · BULLISH
Anchor
Q1 EPS +13% YoY — the primary bull anchor. The AI model determines earnings are the single strongest offsetting force preventing a Bear Alert. However, earnings are a lagging/coincident indicator — they tell you where the economy was, not where it's going.
Liquidity / HY OAS — Score 58 · MODERATELY BULLISH
Positive
HY OAS at 346bps — tightening slightly on Iran truce news. The model determines credit markets are not yet pricing in a recession, which is a meaningful positive. However, spreads have been widening 11bps/week on average — directionally bearish.
Consumer Sentiment — Score 33 · BEARISH
Deteriorating
UMich at 57 — up slightly from 53.3 low on Iran truce relief but still below the 60 bear-warning threshold. The AI model reads consumer confidence as structurally damaged — gas prices, inflation anxiety, and geopolitical uncertainty have eroded household optimism regardless of market levels.
Government Policy — Score 58 · IMPROVING
Truce Boost
Iran 2-week truce + Strait of Hormuz reopening pushed this from 42 to 58 — the single largest one-week factor move. The AI model flags this as temporary and fragile: the score will snap back to 42 the moment the truce fails. Not a structural improvement.
AI Scenario Forecast — Next 4–8 Weeks
Three paths the model identifies as most probable
35% Bull
Truce holds + CPI softens. April 10 CPI below 3.2%, Fed pivots language dovish, oil stays below $95. Score climbs to 50–53. No Bear Alert. Market recovers to January highs by June.
40% Base
Truce holds, inflation sticky. CPI 3.4–3.8%, Fed stays on hold, score oscillates 44–48. Remains in Bear Warning zone. Elevated risk, no resolution. Probability of Bear Alert within 2 quarters: 65%.
25% Bear
Truce collapses. Strait closes again, oil back to $110+, CPI guardrail re-breaches, Fed forced to hike. Score drops to 42–44 within 2–3 weeks triggering Bear Alert. Model velocity would accelerate to −12 pts/quarter.
AI Model Confidence Assessment
73%
Regime Confidence
61%
Bear Scenario Prob
±2.1
Score Uncertainty
Conformal prediction intervals applied to all 25 factor scores. 73% regime confidence reflects elevated uncertainty due to the Iran truce being temporary and binary — the model cannot fully price a geopolitical outcome. Score uncertainty of ±2.1 points means the true composite could range from 44.8 to 49.0.
Weekly Market Briefing — All Market Changes
Composite Score · April 1, 2026
47.3
NEUTRAL
Core (69.01%): 45.5
Sub-Core (30.99%): 49.5
2.7 pts from Bear Alert (≤44)
11 of 25 factors deteriorating
✦ Weekly Market Briefing — All Market Changes — Week of April 1, 2026
Powered by Claude AI

The MRS composite sits at 47.3 — Neutral / Bull Breached — with core at 46.6 and sub-core at 49.5, placing the model 2.7 points above the Bear Alert threshold. The dominant driver is the simultaneous collapse in Inflation, Federal Reserve Policy, and Consumer Sentiment — three factors accounting for 30% of composite weight — all registering pre-bear readings following the Iran war oil shock.

Core bearish forces: Fed Policy has fallen 22 points this quarter as CME FedWatch hike probability jumped from 12% to 52%. Inflation is down 20 points with CPI tracking toward 4.4%. Consumer Sentiment fell 14 points — UMich down 17.8 points in five months.

Sub-core confirmation: 11 of 17 sub-core factors deteriorating. Market Breadth (38), Labor Market (−10 pts), Stock Market Net Inflows (−10 pts) all accelerating bearish. When sub-core confirms core this broadly, every historical Bear Alert has followed within 1–2 quarters.

Bullish offsets: Earnings (55, Q1 EPS +13% YoY) and Liquidity (55, HY OAS 346bps) remain constructive but both directionally deteriorating.

Forward watch: April CPI is the trigger — a print above 3.5% breaches the Inflation guardrail and drives composite to Bear Alert territory. Velocity analysis implies Bear Alert within ~0.3 quarters at current rate of deterioration.

✦ This Week's Factor Changes
Factor
Prev
Now
Driver
Federal Reserve Policy
62
40
CME hike prob 12%→52%
Inflation
60
40
Forward CPI ~4.4%, oil $120
Consumer Sentiment
52
38
UMich 71→53, gas +$0.92
Government Policy
60
42
Iran war, score below 50 guardrail
Valuation (Fwd P/E)
50
42
ERP at 0.5%, lowest since 2007
Economy (GDP/LEI)
62
48
Payrolls -92K, Moody's 49%
Corporate Earnings
62
55
Q1 +13% YoY — still bullish
Liquidity (HY OAS)
65
55
346bps but widening 11bps/wk
Full AI Layer Architecture — Deep Dive
Layer 1 — LLM Narrative Intelligence Engine
Claude LLM
Real-time AI intelligence engine using large language model architecture to interpret all 25 live factor signals and generate continuously updated, institutional-grade analysis — driven by live data and adaptive reasoning, not pre-scripted outputs.
Layer 2 — GBM Walk-Forward Backtesting Engine
XGBoost
Gradient Boosted Machine runs walk-forward backtesting on 144 quarters across all 25 factors. Validated against 6 competing algorithms. Current bear probability: GBM 1% · Ensemble 34% — no Bear Alert confirmed.
Layer 3 — Ridge Regression Adaptive Weight Engine
Quarterly
Runs quarterly to identify which factors are most predictive in the current regime and propose weight adjustments for human approval. The model adapts to the cycle — the AI proposes, the analyst decides.
Layer 4 — Factor Momentum & Velocity Tracker
Real-time
Tracks rate of change across all 25 factors, flagging accelerating deterioration before it appears in the composite score. Current velocity: −5.9 pts/quarter. Early-warning flag triggers when 3+ core factors show simultaneous acceleration.
Layer 5 — Regime Detection Autoencoder + Routing
NEW
Autoencoder neural network clusters 35 years of factor combinations into distinct macro regimes. A routing layer maps current state to the nearest historical regime. Current match: late-2018 Q4 structure — 87% similarity. Proximity alert fires when similarity to a known bear-precursor exceeds 80%.
Layer 6 — SHAP Real-Time Factor Attribution
NEW
SHapley Additive exPlanations calculated in real-time across all 25 factors — mathematically rigorous attribution of exactly how much each factor contributes to the current score, including interaction effects.

TOP DRAG (bearish)
Inflation: −4.2
Fed Policy: −3.8
Gov Policy: −3.1
Consumer Sent: −2.9
TOP LIFT (bullish)
Earnings: +2.4
Liquidity: +1.9
Credit Spreads: +1.4
Valuation: +0.8
Layer 7 — Conformal Prediction Uncertainty Layer
NEW
Statistically guaranteed confidence intervals around the composite score — mathematically valid coverage probabilities, not subjective error bars.

Current Score — 90% Confidence Interval
44.1
◄ lower bound
47.3
upper bound ►
49.7
⚠ Lower bound 44.1 is only 0.1 pts above Bear Alert (≤44) — statistically ambiguous zone
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Install & Share
Install on any phone or desktop. Share with subscribers. Available through Cronus Market Intelligence subscription.
Install on iPhone
1
Open the app URL in Safari
Must be Safari — not Chrome or Firefox. Open the link provided by Kip Lytel.
2
Tap Share → "Add to Home Screen"
The square with upward arrow at the bottom. Scroll down in the share sheet. Name it MRS Model and tap Add.
3
Opens full-screen like a native app
No browser bar. Tap the icon on your home screen — works exactly like a native iPhone app. Push alerts fire for all bear signals.
Install on Android
1
Open in Chrome → three-dot menu
Tap "Add to Home Screen" or accept the install banner Chrome shows automatically.
2
Opens full-screen with real push alerts
Bear Alert, Bear Warning, and Guardrail Breach all push to your Android device.
Install on Mac or Windows desktop
1
Open in Chrome or Edge
Look for the ⊕ Install icon in Chrome's address bar or + App in Edge. Click it and confirm.
2
Runs as standalone desktop app
Pinned to taskbar or dock. Opens without a browser. Desktop notifications fire for all bear alerts.
Alerts you receive
🔴
Bear Alert — score at or below 44
Strongest signal. Immediate action required. Preceded 2000 dot-com, 2007 GFC, 2018 rate hike bear, 2022 bear. Bear Warning (≤54) called: 1990 Gulf War, 2011 Euro Crisis, 2015-16, 2025 Tariff.
Bear Warning — score dropped below 55
Moderate signal. Begin rotating to defensive positioning.
🛡
Guardrail Breach — any guardrail changed status
Immediate alert with plain-English explanation of what changed and why it matters.
📊
Weekly update — any score move > 3 points
Includes what factors changed, by how much, and recommended portfolio action.
Share with subscribers
1
Subscribers get the app URL + access
You control access. They see outputs only — score, signal, allocation, alerts. Model logic, weights, and formula are never visible to them.
2
They install using the steps above
Each subscriber installs on their own phone or desktop. They receive push alerts on their own device.
3
Available as paid subscription
Access to the live MRS model is available exclusively through Cronus Market Intelligence. Subscribe at cronusmarketintelligence.com
4
Revoke access instantly
Any subscriber access can be disabled instantly. IP is fully protected — subscribers never have access to the model architecture or logic.
Market Regime Score™ (MRS) · Predictive Capital Markets
Proprietary Multi-Factor, Regime-Conditional Macro Model
© Cronus Market Intelligence · All rights reserved.
Available exclusively to RegimeSignal™ subscribers. Unauthorized reproduction or distribution strictly prohibited.
Not investment advice. Past model performance is not indicative of future results.