Regime classification: name the phase, not just the number.
The regime engine classifies a market into a Wyckoff-style phase (accumulation, markup, distribution, markdown) layered with volatility, liquidity, and setup regimes: squeeze, volatility expansion, liquidity sweep, momentum continuation, and mean-reversion setup. Output is meaning, not indicator values.
How it reads the tape
The engine combines directional efficiency, up-versus-down volume pressure, position in the recent range, RSI, ATR percentile, and Bollinger bandwidth percentile. It assigns one primary phase plus any active secondary regimes, a participation strength, a risk stage (early, neutral, elevated, late-stage), and a confidence score. A liquidity-sweep detector flags bars that wick beyond a prior extreme and close back inside, the stop-hunt signature that traps breakout traders.
Confidence and risk, explained
Confidence scales with directional efficiency and volume conviction, so choppy tapes score low on purpose. The risk stage is derived, not asserted: a strong uptrend with an overbought RSI and top-decile ATR is marked late-stage, while a base near the lows with buying pressure is marked early-stage. Every classification ships with a written explanation of what the phase means for how professionals study it.
- Wyckoff-style phases: accumulation, markup, distribution, markdown
- Volatility and event regimes: expansion, compression, squeeze setup, liquidity sweep
- Participation strength from up-vs-down volume pressure
- Derived risk stage: early, neutral, elevated, or late-stage
- Liquidity-sweep (stop-hunt) detection that de-weights nearby breakout signals
- Confidence score plus a plain-English meaning for every regime
Questions
What is a Wyckoff phase?
A description of where price sits in a supply-and-demand cycle: quiet basing (accumulation), trending up (markup), churning at highs (distribution), or trending down (markdown). LyraMind classifies it from price and volume structure.
Does a regime tell me what to do?
No. It names the environment and explains how that environment typically behaves. It never issues a trade instruction or a price target.
Why does confidence sometimes stay low?
Confidence is tied to directional efficiency and volume conviction. Sideways, low-conviction tapes score low deliberately, because there is no clear regime to trust.