Trend indicator

Markov Regime: what it's actually best at

Markov-2 hedge-fund regime model — long while the current state's transition probabilities favor bull over bear (P(bull next) > P(bear next)). Non-overlapping stickiness, strictly walk-forward. Trend-regime following, long/flat.

assets where it was the #1 edge

0.41

average Sharpe across all tests

Trend

indicator family

Best fits

Assets where Markov Regime won

AT&T (T) +1.3%Air Products (APD) +-0.2%AutoZone (AZO) +-3.2%Booking Holdings (BKNG) +11.2%Casey's (CASY) +3.6%Chubb Limited (CB) +3.4%Ecolab (ECL) +1.6%Honeywell (HON) +-0.3%Johnson & Johnson (JNJ) +-0.4%Moody's Corporation (MCO) +2.5%NextEra Energy (NEE) +0.1%Paccar (PCAR) +0.0%

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Markov Regime: what it's actually best at

Assets where Markov Regime won

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