C+

Pattern Lab · Methodology + live classification

Regime Signature.

Each instrument's behavioural texture sits in one of four quadrants — Grind-Up, Volatile-Up, Drift-Down, Volatile-Down — defined by two features computed over a rolling 63-day window: log-slope on close (positive → up, negative → down), and annualised realised volatility relative to the cross-sectional median. Continuation patterns (breakouts, momentum follow-through) work best in Grind-Up; mean- reversion plays work best in Drift-Down; both volatile quadrants punish naive participation.

2026-06-12as of
12instruments
63dwindow
17.1%vol median (universe)

The rule

For every instrument, compute over the trailing 63 trading days:

  • slope — per-bar slope of log(close) from a linear regression, annualised by ×252. The sign tells you trend direction.
  • realised volatility — standard deviation of daily log returns × √252.
  • up-day fraction — count of close_t > close_{t-1} divided by non-zero-return days.

Classification uses the slope sign and the vol vs. the cross-sectional median (so the quadrant is relative to the cohort, not absolute). Median across this universe today: 17.1%.

Grind-Up slope > 0 · vol < median
Volatile-Up slope > 0 · vol ≥ median
Drift-Down slope ≤ 0 · vol < median
Volatile-Down slope ≤ 0 · vol ≥ median

Live classification · sorted by slope

Ticker Name Slope (ann.) Vol (ann.) Up-day % |Δ| avg Regime Chart
XLK Technology +165.0% 29.6% 70% 1.54% Volatile-Up chart →
SPY S&P 500 ETF · Benchmark +67.8% 15.0% 62% 0.73% Grind-Up chart →
XLRE Real Estate +37.6% 16.0% 60% 0.78% Grind-Up chart →
XLY Consumer Discretionary +34.8% 21.4% 52% 1.07% Volatile-Up chart →
XLI Industrials +29.1% 21.4% 47% 1.05% Volatile-Up chart →
XLF Financials +26.0% 14.3% 61% 0.68% Grind-Up chart →
XLB Materials +16.7% 20.2% 51% 0.99% Volatile-Up chart →
XLP Consumer Staples +13.2% 14.7% 49% 0.74% Grind-Up chart →
XLV Health Care +11.4% 15.9% 48% 0.81% Grind-Up chart →
XLC Communication Services +6.7% 14.9% 55% 0.73% Grind-Up chart →
XLE Energy -8.4% 25.0% 57% 1.28% Volatile-Down chart →
XLU Utilities -21.3% 18.2% 55% 0.84% Volatile-Down chart →

By quadrant

Grind-Up 6

Positive trend, below-median realised vol. Continuation patterns work best here.

  • SPY S&P 500 ETF · Benchmark +67.8%
  • XLRE Real Estate +37.6%
  • XLF Financials +26.0%
  • XLP Consumer Staples +13.2%
  • XLV Health Care +11.4%
  • XLC Communication Services +6.7%
Volatile-Up 4

Positive trend but above-median vol. Continuation can work but stops get hit; size down or use wider stops.

  • XLK Technology +165.0%
  • XLY Consumer Discretionary +34.8%
  • XLI Industrials +29.1%
  • XLB Materials +16.7%
Drift-Down 0

Negative trend, below-median vol. Bounces tend to fade; mean-reversion shorts work better than trend-followers.

  • — none
Volatile-Down 2

Negative trend with above-median vol. Punishes both naive continuation and naive reversion; reduce activity.

  • XLE Energy -8.4%
  • XLU Utilities -21.3%

Cross-read: stack Regime Signature against Sector RS (rankings) and Support Confluence (where the next support sits). A Volatile-Up name with no nearby support cluster is the riskiest combination; a Grind-Up name with a tight 3-horizon confluence below is the cleanest setup the framework currently produces.