Backtesting Arena

Backtesting Arena

Macro Regime

Regime· DE: Makro-Regime

Composite risk-on/off classification of the macro backdrop, condensing six tier scores into one 0–100 reading plus a discrete regime label.

Calculation
Weighted average of 6 tiers (Liquidity 30, Financial Conditions 20, Risk Appetite 15, Crypto Liquidity 10, Cycle 15, Inflation 10) → composite 0–100; thresholds <35 risk_off, <55 neutral, <70 risk_on_leaning, else risk_on.
Unit & source
score_0_100 + enum · tradingstrategies.work Macro-Regime methodology
Values: risk_off, neutral, risk_on_leaning, risk_on

Related terms

Knowledge objects measuring this

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.