Data Buyer Brief

MINDFORGE INTELLIGENCE

Market State Detector

THE DATA BUYER
BRIEF

[ Orthogonal Regime Data — Inputs, Outputs, Evaluation ]

SYSTEM CONTEXT

Market State Detector (MSD) : Daily regime classification. Delivered pre-market. Research tool, not trading signal.

INPUT CLASS : Solar and geomagnetic activity from NOAA and NASA — the same input class Federal Reserve research (Krivelyova & Robotti, 2003) tied to equity returns.

CORE FINDING

A daily regime feed nobody else has.

Orthogonal to VIX, options flow, sentiment, and macro.

Backtest window: 2012–2024 + 2025–2026 OOS • 100% precision (Systemic Stress, 9/9) • mindforge.tech/terms

INPUTSWHAT THE DATA ISInputs, Processing, Output, Delivery

INPUTS

Solar and geomagnetic activity from NOAA and NASA monitoring networks — the same input class Federal Reserve research (Krivelyova & Robotti, 2003, FRB Atlanta WP 2003-5b) tied to equity returns.

ORTHOGONALITY

Structurally uncorrelated to VIX, options flow, sentiment, and macro indicators — a genuinely independent axis of information.

PROCESSING

Rules-based, not ML. Fixed thresholds with rolling 252-day normalization. Walk-forward only.

AUDITABILITY

Versioned manifests with full audit trail. No model drift, no retraining, no hindsight tuning.

OUTPUT

5 daily regime states: Calm, Turning, Stress, Volatility Spike, Systemic Stress. Single classification per day. No intraday noise.

HISTORY

12+ years of historical classifications included for backtesting.

DELIVERY

Delivered pre-market every trading day.

CHANNELS

API (REST, JSON) · Email (rich HTML) · CSV (S3, SFTP) · Webhook on state change (<5 min latency)

Cross-era Systemic Stress 1990–2011 backtest history available at mindforge.tech/market-state-detector/systemic-stress-history.

STATESTHE 5 REGIME STATES2012–2024 backtest • 2025–2026 out-of-sample

State	What it classifies	Precision	Hits/Total	Freq/Yr
Systemic Stress	Crisis-level regime: COVID, carry unwind, tariff shock	100%	9/9	0.7
Volatility Spike	VIX expansion without systemic collapse	93%	13/14	1.1
Turning	Regime pivot point: transition between states	95%	58/61	4.7
Stress (Advisory)	Elevated conditions, advisory-level warning	60%	9/15	1.2
Calm	Benign regime: reduced risk posture appropriate	Meta	—	~71% of days

WHY 5 STATES, NOT RISK-ON / RISK-OFF

The system distinguishes a Volatility Spike (VIX expansion) from Systemic Stress (crisis-level). Oct 2024 was Vol Spike, not Systemic Stress — no forced liquidation on a temporary expansion. A binary toggle would have over-reacted; the granularity is what makes the feed usable daily.

PROOFLIVE PROOF — IRAN SHOCKMar 2026 • production classifications • not backtested

CALM

Baseline

VIX 19.86

TURNING

Mar 4

VIX +12% next session

STRESS

Mar 6

SPX -95 pts / 4 sessions

TURNING

Mar 13

SPX -166 pts / 5 sessions

VOL SPIKE

Mar 21

VIX 31.05; SPX 6,344

TURNING

Mar 25

Vol Spike cleared

CALM

Mar 31

VIX -18%; SPX +2.9%

CLASSIFIED PRE-MARKET

Every transition delivered before the trading session opened. Not back-stamped.

VIX PEAK

31.05 on Mar 27 (CBOE close). Drawdown trough 6,344 on Mar 30.

ROUND-TRIP

Calm (Feb 27) → 5 transitions → Calm (Mar 31). Full crisis classified end-to-end in 28 trading days.

ORTHOGONALITY MOMENTS

Mar 4 Turning called at VIX 23.57 (off Calm before the move). Mar 31 Calm called at VIX 30.61 (back to Calm before VIX normalized).

EVALUATIONPRIOR EPISODES & INTEGRATIONFrom canonical records • 60-day pilot terms

Trading Days Early

COVID-19 • SS 2020-02-24

Before first s&p 500 circuit breaker

Trading Day Early

Carry unwind • SS 2024-08-02

Before flash crash / vix spike to 65

Trading Days Early

Tariff episode • VS 2025-03-06

Before tariff-driven vix peak

60-DAY PILOT

Full production feed. 60-day license + 30 days extended access.

BACKTEST

12+ years historical classifications.

SCORING

Pre-defined success criteria.

COMMITMENT

No commitment beyond pilot. Fee credited on conversion.

API

REST/JSON, historical + live endpoints.

Rich HTML, daily pre-market.

CSV

Daily drop (S3, SFTP, email).

WEBHOOK

State-change push (<5 min latency).

MANIFESTS

Versioned rule manifests with audit trail.

EPISODES

Episode catalog with exact dates and values.

METHODS

Walk-forward methodology documentation.

COMPLIANCE

Research-only framing, no advice language.

SAMPLE OUTPUT (API RESPONSE)

{
  "date": "2026-03-21",
  "state": "volatility_spike",
  "previous_state": "turning",
  "delivered_at": "2026-03-21T07:28:00-05:00",
  "manifest_version": "1.1.0"
}

ACCESSPILOT

VERIFY IT LIVE

60 Days. Full Access.

INCLUDES

• Full production feed for 60 days
• 12+ years historical classifications
• Pre-defined scoring & success criteria
• Due diligence documentation package

QUALIFICATION

Institutional 60-day pilot for qualified research teams. Pilot fee credited against annual subscription on conversion.

RESTRICTED TO INSTITUTIONAL USE

DATA + CRISIS + CALM

This brief: what the data is, how it's delivered, and how to evaluate it.
For PM-facing framing, see The Crisis Classification Brief and The Calm Dividend Brief.

PILOT PORTAL

mindforge.tech/evaluate

PHONE

+1 (646) 847-9889

research@mindforge.tech

Ready to evaluate MSD for your risk process?

Begin a 60-day pilot. 60-day license term with 30 days extended access. Full production feed, historical archive, and institutional documentation. Pilot fee credited against annual subscription upon conversion.

Begin 60-Day Pilot Download Brief PDF

Research use only • Not investment advice • Past performance ≠ future results • Full terms

THE DATA BUYERBRIEF

VERIFY IT LIVE

60 Days. Full Access.

Ready to evaluate MSD for your risk process?

THE DATA BUYER
BRIEF