Market Brain: every signal, one read.
Market Brain consumes every signal LyraMind computes (regime, participation, mean-reversion stretch, plus optional options, news, and flow context) and returns one coherent market read instead of a wall of indicators. It outputs meaning, not raw values.
Synthesis, not a dashboard
The engine derives component probabilities for trend, sideways drift, breakout, exhaustion, and reversal, then resolves them into a single market condition (trending, compression before expansion, accumulation, distribution, stretched, or range bound) with a confidence score. It attaches a plain-English narrative and a ranked list of risks: late-stage momentum, fading participation, statistical stretch, a recent liquidity sweep, elevated implied volatility, or nearby earnings.
What changed, and for whom
Market Brain runs a what-changed diff against recent sessions: regime shifts, volume spikes versus the 50-bar average, opening gaps, volatility jumps, and new range extremes. It also renders the same read through six investor lenses (long-term, income, trader, options learner, preserver, aggressive) as study angles, never instructions, so the interpretation matches who is reading it.
- Single market condition with a confidence score, synthesized from every engine
- Component probabilities: trend, sideways, breakout, exhaustion, reversal
- Ranked, plain-English risk flags tied to the actual signals present
- What-changed diff: regime shift, volume spike, gap, volatility jump, new extreme
- Six investor-lens study angles derived from the same read
- Optionally enriched with live options context (IV rank, earnings proximity)
Questions
Where do the probabilities come from?
They are computed deterministically from the underlying engines (regime efficiency, participation quality, stretch signals). They express historical tendency and structure, not a forecast of price.
Can it give a buy or sell signal?
No. It describes condition, risk, and study angles for different investor types. It never recommends a trade or predicts a price.
What feeds the risk list?
Risks are generated only when the supporting signal is actually present: late-stage regime, weak participation, statistical stretch, liquidity sweep, high IV rank, or an upcoming earnings date.