Market-regime research is unusually easy to make convincing after the fact. Choose a familiar period, draw colored bands behind a price chart, and tell a story about what the model saw. A chart can look plausible even…
"The market changed" is the kind of statement that is obviously true and almost useless. Changed how fast? Changed in the minute-scale chop, or in the multi-day trend? A single rolling volatility number cannot tell yo…