Composite Market Regime Score
A daily risk-on / risk-off gauge for broad U.S. equities, built from liquid ETF prices. One composite score, classified into four regime bands.
Methodology by Pierre Neuman & Stelian Mitu, CFA.
🔒 Older history is locked — any subscription unlocks the full 5-year history.
▎ Live from 25 JUN 2026. Readings before then are reconstructed (backtest) — illustrative of the method, not a performance claim.
Publicly observable price behaviour across broad U.S. equities and related liquid markets.
A single composite score, mapped to four regime bands: Risk-On, Mild Risk-On, Mild Risk-Off, Risk-Off.
The specific inputs, their weights, and the formula that combines them.
Score · regime · 20-day direction · 30-day history
Everything free, plus 5-year history and API / MCP access
Pipe this signal into your stack
Mint a key and connect via API or MCP — into Finautor AI or your own tools.