GhostRegime

Rules-based market regime model with signals for adjusting portfolio exposure.

Last updated: 2026-10-23 (UTC)(4 days old)Fresh

Current RegimeINFLATION

RiskRISK OFF

Methodology

Model mix

30/7.5/5 + 57.5 cash

Starting point

30/15/5 + 50 cash

Sleeve brake

Stocks full • Gold half • BTC full

Full-risk baseline

60/30/10

Since last update

Why cash

Risk Off, 30/15/5 + 50 cash. Brake: Stocks full size, Gold half size, BTC full size. ~7.5% extra cash (on top of 50% mix).

What do Model mix / Brake / Max targets mean?

Model read:

INFLATIONRisk Off + InflationConfidence: MediumConviction: leanCash 57.5%Gold half → +7.5% cash

Regime Map

Methodology →

The brake scales Stocks, Gold, and Bitcoin using rules-based signals on liquid proxies (SPY, GLD, BTC-USD). Details: Methodology.

Risk Off←

Risk On→

Inflation↑

Disinflation↓

About INFLATION: Risk Off + Inflation. Markets are cautious and prices are rising.

Legend (4)▼

GOLDILOCKS: Risk On + Disinflation. Markets are brave and prices are calm.
REFLATION: Risk On + Inflation. Markets are brave but prices are rising.
INFLATION: Risk Off + Inflation. Markets are cautious and prices are rising.
DEFLATION: Risk Off + Disinflation. Markets are cautious and prices are falling.

Allocations

Stocks

30%(Starting point 30% • Max 60% • Brake 1.0)

Gold

7.5%(Starting point 15% • Max 30% • Brake 0.5 • half size)

Bitcoin

5%(Starting point 5% • Max 10% • Brake 1.0)

Cash (unallocated / leftover)

57.5%

Base cash (from starting point): 50%. Extra cash from brake: 7.5% (Gold).

Starting point (30/15/5 + 50 cash) → Brake (full/half/full) → Model mix (30/7.5/5 + 57.5 cash)

Pressure Watch

Pressure vs balance, at a glance

Risk

Near balance

1.00 from Risk On·—

Inflation

2.00 from Disinflation·—

Closest pressure point

Gold

0.09 from bearish

Next flip impact: Gold -7.5%, Cash +7.5%

Top drivers today

Risk axis

Agreement: 2/3 (67%)

Evidence net: -1/4 (Risk Off)

→EM vs US → Risk Off (-1)
Show rule
Rule: <= -0.01 (RiskOff)
→SPY trend → Risk On (+1)
Show rule
Rule: >= 0.02

Inflation axis

Agreement: 3/4 (75%)

Evidence net: +2/4 (Inflation)

→Commodities → Inflation (+1)
Rule: >= 0.02
→TIP/IEF ratio → Inflation (+1)
Rule: >= 0.005

Biggest evidence votes today. Tie-break resolution is shown separately when used.

Regime overview

Regime

INFLATION

Risk Regime

RISK OFF

Inflation Axis

Inflation

Regime Confidence: MediumRegime Conviction: 38

Primary driver: Inflation

Why: Inflation stronger than Risk

Context

Why this regime today?

Risk axis: RISK OFF (risk score: -1)

Agreement: 2/3 (67%)•Participation: 3/4 signals

Confidence: Medium•Conviction: 25 (weak)

Inflation axis: INFLATION (inflation score: +2)

Agreement: 3/4 (75%)•Participation: 4/4 signals

Confidence: Medium•Conviction: 50 (lean)

Agreement history will appear after a couple updates.

→ That combination lands in INFLATION.

Markets are acting like they saw a ghost.

Prices are being spicy.

What do these mean?

Agreement:ⓘNon-neutral evidence votes agreeing with the final axis direction.

Participation:ⓘNon-neutral evidence receipts / present evidence receipts. Tie-breaks are resolution, not evidence.

Confidence: Confidence: Heuristic combining agreement + participation. Not a probability.

Conviction: Conviction: |evidence net| per present evidence receipts. Strength indicator, not a forecast.

Crowded: Crowded: Extreme conviction + high agreement. Could be clarity… or a crowded trade.

Evidence net: Evidence net: Sum of evidence votes for this axis. Separate from the final model score when a tie-break resolved the axis.

Δ since last: Δ since last: Change in key metrics compared to the previous snapshot.

How It Works

•Max targets: The full-risk baseline (60/30/10).
•Before the brake: What the regime would allow before any safety cuts.
•Model mix: The model's published mix after the brake is applied.
•Cash in model mix: Base cash plus anything the brake kicked out of risk assets.
•Reality check: This is not designed to react to every 2–5% move. Exposure changes only when the published regime or sleeve-brake rules change.

How to use this

Use GhostRegime as a research posture, not an instruction.

Compare the model mix with your own plan and constraints before deciding whether anything should change.

Account rules, taxes, time horizon, and risk tolerance still matter.

Build a portfolio →View templates →

If you read commit hashes for fun, welcome home. If not, nothing down here changes the signal.

How It Works →Model Portfolios →