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.

2026-06-23as of
12instruments
63dwindow
16.2%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: 16.2%.

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 +162.8% 32.1% 68% 1.66% Volatile-Up chart →
SPY S&P 500 ETF · Benchmark +62.4% 15.3% 60% 0.74% Grind-Up chart →
XLRE Real Estate +35.1% 15.5% 60% 0.77% Grind-Up chart →
XLI Industrials +31.7% 21.6% 48% 1.06% Volatile-Up chart →
XLF Financials +26.6% 14.4% 60% 0.69% Grind-Up chart →
XLY Consumer Discretionary +26.4% 21.2% 51% 1.06% Volatile-Up chart →
XLV Health Care +17.8% 16.0% 49% 0.82% Grind-Up chart →
XLP Consumer Staples +15.1% 14.9% 49% 0.75% Grind-Up chart →
XLB Materials +10.3% 19.4% 51% 0.93% Volatile-Up chart →
XLC Communication Services -3.8% 15.9% 56% 0.76% Drift-Down chart →
XLU Utilities -18.9% 16.4% 60% 0.79% Volatile-Down chart →
XLE Energy -20.9% 26.0% 54% 1.35% Volatile-Down chart →

By quadrant

Grind-Up 5

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

  • SPY S&P 500 ETF · Benchmark +62.4%
  • XLRE Real Estate +35.1%
  • XLF Financials +26.6%
  • XLV Health Care +17.8%
  • XLP Consumer Staples +15.1%
Volatile-Up 4

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

  • XLK Technology +162.8%
  • XLI Industrials +31.7%
  • XLY Consumer Discretionary +26.4%
  • XLB Materials +10.3%
Drift-Down 1

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

  • XLC Communication Services -3.8%
Volatile-Down 2

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

  • XLU Utilities -18.9%
  • XLE Energy -20.9%

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.