A physics-derived volatility regime classification system that detects market regime transitions before they happen.
13 proprietary features from 5 branches of physical science. 6 empirically discovered regime types. Validated across 60+ assets, 6 financial crises, and 8,810 out-of-sample predictions spanning 1998–2022.
The system flagged 26 of 59 assets before the COVID crash — 13 days before the WHO pandemic declaration.
Methodology available under NDA. Contact via LinkedIn.