RESEARCH NOTE / 001 BAYESIAN CHANGE POINT DETECTION
Find the shift.
Question the signal.
A different way to read market history. Observe regime candidates, inspect the evidence, and carry every assumption into the report.
THE REGIME LENSFIG. 01 / CONCEPTUAL
DETECT / EXAMINE / VERIFYNOT A TRADING SIGNAL
01 / 04SCROLL TO INVESTIGATE
01OBSERVATIONS FIRSTActual closing prices. Not simulated markets.
02PROBABILISTIC RESEARCHAssumptions visible at every step.
03REPRODUCIBLE BY DESIGNSource-attributed evidence exports.
FIELD STUDY / 001HISTORICAL OBSERVATIONS
An instrument for uncertainty.
RETRIEVING HISTORY
ACTIVE OBSERVATION
S&P 500
^GSPCUnited States · Equity index · Retrospective research
LAST OBSERVED CLOSE—Source pending · Market units
LATEST WEEKLY RETURN—Observed percentage log return
COMPLETE WEEKLY RETURNS—UTC Saturday-ending weeks
STABLE MODEL CANDIDATES—≥ 6 of 9 parameter settings
OBSERVATION FIELD / 01
Observed close
Preparing the observation field
Retrieving source-attributed market history and calculating a retrospective study.
Last observed closing price per completed UTC week. Not a live quote.
FIELD STUDY / 002MODEL AGREEMENT
What deserves a second look.
HOW TO READ THIS
Candidate weeks are identified by sensitivity agreement across nine retrospective Gaussian model settings.
Agreement is not accuracy, significance, causation, or a prediction of tomorrow's market.
OPEN DETAILED RESEARCH CANDIDATE WEEKWEEKLY RETURNMODEL AGREEMENTREVIEW
Load a source-attributed historical study to inspect its evidence ledger.
NO LOADED STUDYRESEARCH · NOT INVESTMENT ADVICE