Market State Detector
Stop bleeding premium during Calm.
2024 illustrative
Mar 31, 2026
Flag stress before it cascades.
2012–2024 backtest
Mar 4, 2026
Validated 2012–2024 • Delivered by 07:30 AM ET every U.S. trading day
Classified every shift before the open.
30-Day Delayed Output
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| State | What it classifies | Precision | Hits / Total | FP | Freq / yr |
|---|---|---|---|---|---|
Systemic Stress | Crisis-level regime | 100% | 9/9 | 0 | 0.7/yr |
Volatility Spike | VIX expansion, no systemic collapse | 93% | 13/14 | 1 | 1.1/yr |
Stress (Advisory) | Elevated, advisory-level | 60% | 9/15 | 6 | 1.2/yr |
Turning | Regime pivot point | 95% | 58/61 | 3 | 4.7/yr |
Calm | Benign baseline regime | Baseline | — | — | ~71% of days |
Your strategy doesn't change.
Your sizing does.
MSD reports which of five regimes the day starts in, before the open. You feed the signal into the trades you were already going to make. No strategy change. No new infrastructure. The signal sits upstream of your stack.
Backtested 2012–2024. Numbers from canonical manifests + walk-forward.
Pre-Market Receipts
Iran Shock: March 2026
28 trading days. 6 transitions. All pre-market. Complete crisis cycle.
MSD flagged elevated risk conditions two days before Stress classification, while VIX was still in the low 20s.
Classified Stress as geopolitical tensions escalated. SPX dropped from 6,788 to 6,672.
Market drawdown accelerated. VIX peaked at 31.43, SPX hit trough of 6,344. MSD classified the spike before the open.
Full round-trip: Calm to crisis and back. Every transition classified pre-market. SPX recovered to 6,783 by Apr 8.
Institutional Access
Annual
- Billed annually
- ~$6,667/mo effective
- All Monthly features
- Priority support
- Quarterly reviews
Platform
- Multi-desk deployment
- Firm-wide licensing
- Custom API & system integration
- Bespoke signal development
- Dedicated account manager
- Today's rate held until 2028
- Direct research team access
- Roadmap visibility and feedback channel
Three-year term, paid at signing • Eligibility: institutions under $5B AUM • Closed once filled