Hidden Regime 2.0.0 brings sophisticated Hidden Markov Model regime detection to Claude Desktop through the Model Context Protocol. Ask natural language questions, get expert-level quantitative analysis.

The Story of Systemic Collapse On March 14, 2008—six months before Lehman Brothers would collapse—our Hidden Markov Model assigned the financial sector (XLF) an 89.3% bearish confidence rating. The S&P 500 (SPY) showed only 50.4% sideways confidence at the same moment. The model had detected systemic contagion building …

The Story of Irrational Exuberance At the NASDAQ peak on March 10, 2000, our Hidden Markov Model revealed a striking divergence: Amazon showed 85.2% bearish confidence while Microsoft peaked at 98.3% bullish. This stark regime divergence between speculative dot-coms and profitable technology companies foreshadowed …

The Signal That Came Too Early On January 27, 2020, while Carnival Cruise Lines stock traded at 44.75 — still near its high — our 3-state Hidden Markov Model assigned it a 99.99% confidence to “Crisis ” Regime . QQQ, the Nasdaq-100 ETF, simultaneously received a 99.95% Bearish confidence rating at 210.72, well before …