Regime Lab

9492 external features · 386986 OOS trades · generated 2026-05-31T13:38:04.957377+00:00
Portfolio Lab
Feature Groups
Missingness by Group
Explained Variance
PC1 vs PC2 Timeline
Strongest Feature Correlations
Correlation by Feature Family
Regime Timeline in PCA Space
Regime Sample Share
Market Direction Diagnostics
Trade Win Diagnostics
Top Strategy x Regime Sharpe
Trade Return by Regime
Accepted OOS Equity Curves (%)
All-Trades Baseline Equity (%)
Accepted Minus Baseline Cumulative Return (%)
Accepted vs Baseline Fold Returns
Fold AUC and Acceptance
Probability Calibration Deciles
Top Candidate-Regime Uplift
Score Threshold Return Sweep
Precision and Acceptance Sweep
Top 5% Score Pockets
Top 5% Segment Sharpe
OOS Diagnostic Equity by Strategy (%)
OOS Diagnostic Equity by Asset (%)
OOS Strategy x Regime Diagnostic
OOS Asset x Strategy Diagnostic
OOS Score Decile Diagnostic
OOS Regime Return Diagnostic
OOS Diagnostic Equity by Regime (%)
Capital-Slot Portfolio Equity (%)
Capital-Slot Portfolio Summary
Regime Dynamic Portfolio Equity (%)
Regime Dynamic Portfolio Summary
Variant Accepted Return
Variant AUC and Acceptance
Variant Accepted Equity Curves (%)
Variant All-Trades Baseline Curves (%)
Variant Improvement vs Baseline (%)
Sweep Candidate Returns
Sweep Candidate Drawdowns
Best Sweep by Data Layout
Permutation Importance
Score Deciles
Largest Current Scaled Feature Moves
Training Regime Distribution