Market State Detector
Interactive Historical Episode Comparison
Compare regime classifications from three major market episodes. Each widget shows the exact state label, 60-day history timeline, and verification data that institutional teams would have received on that date.
Rules-based, not ML. Zero model drift.
Same thresholds for 2012–2024 backtests and live delivery. Historical validation summaries are published state-by-state in the validation documentation. Evaluation dataset covers 2012–T-30 days.
Three Major Crisis Episodes
Hover over \"Rule Details & Metrics\" to see rule details, rule version, and historical performance metrics for each classification.
COVID-19 Global Crisis
Systemic Stress - Feb 24, 2020
April 2025 Tariff Shock
Systemic Stress - Apr 4, 2025
Volmageddon
Volatility Spike - Feb 5, 2018
How the Market State Detector Works
Deterministic Rules
Five-state system (Calm, Stress, Volatility Spike, Systemic Stress, Turning) using fixed thresholds. Same rules for backtests (2012–2024) and live delivery. No ML drift, no black boxes.
// Every classification ties to a specific rule ID + rule version.
High Salience
Typically fewer than 20 risk alerts per year across all states. Systemic Stress is ultra-rare: ~0.7 episodes/year. Designed for signal-to-noise efficiency.
// Critical states fire only during genuinely abnormal conditions.
Pre-Market Context
Classifications delivered by 07:30 AM ET on U.S. trading days (pre-market). Gives risk committees advance context for scenario planning and positioning decisions.
// Historical timing characteristics are documented in validation.
State Classification Logic
MSD applies deterministic thresholds to exogenous environmental indices(NOAA/NASA geomagnetic data, solar activity) together with market structure inputs (SPX, VIX). SPX/VIX are used within the rules and as independent event definitions in validation, detecting regime shifts that traditional price-only models often miss.
Systemic Stress (Critical)
Historical record (2012–2024): 9 activations, 9 hits, 0 false positives.
Lead time: see validation documentation.
Volatility Spike (Severe)
Historical record (2012–2024): See validation documentation for episode summaries and precision.
Median same-day detection. Flags acute expansion.
Turning (Inflection)
Historical record (2012–2024): See validation documentation for transition summaries and precision.
Median lead: 2 business days. ~4.7 episodes/year.
Calm (Baseline)
Operational baseline: Active ~70.7% of trading days (2012–2024).
Absence of stress signals. Real-time confirmation.
COMPLIANCE NOTICE: Metrics are historical research findings (2012–2024 backtests). Descriptive, not predictive. No investment advice or guarantees.
Evaluation API Access
REST API (Evaluation Dataset)
Query single-date or range classifications over the evaluation dataset (2012–T-30 days). Each response includes the state label, rule ID, and rule version for auditability.
GET https://api.mindforge.tech/api/msd/v1/state?date=2020-02-24
Authorization: Bearer YOUR_EVAL_JWT
Response:
{
"data": {
"date": "2020-02-24",
"state": "systemic_stress",
"derived_from_rule": "systemic_stress_state",
"rule_version": "v5.4.0"
}
}// API key provided free with evaluation signup. Rate limit: 100 req/hour.
Embeddable Tile (React)
This demo uses the RiskSignalTile component. Pass any historical date to render specific classifications in your own dashboard or research application.
import { RiskSignalTile } from '@mindforge/risk-tile';
// Show COVID crisis classification
<RiskSignalTile date="2020-02-24" />
// Show August 2024 volatility
<RiskSignalTile date="2024-08-02" />
// Default: T-30 days (evaluation window)
<RiskSignalTile />Ready to Evaluate?
Download 12+ years of historical classifications (daily_states.csv + episodes.csv) and test MSD against your own risk events. Free evaluation access includes API key.
// No credit card required. Evaluation dataset covers 2012–T-30 days.
Historical backtested episode examples (including April 2025). Research use only. Not investment advice. Past performance ≠ future results.