Step 05: Regime Analysis

This step backtests each shortlisted candidate on manually defined market-regime periods. It does not search new parameters; it checks whether already selected candidates survive different market conditions or only work in a narrow environment.

InputShortlisted candidates from Robustness Analysis and manually defined bull, bear, pump, dump, and sideways intervals.

OutputPer-regime metrics, per-regime scores, regime weakness diagnostics, regime heatmaps, and regime-specific candidate detail views.

Used laterThe aggregated Regime Score is one of the inputs to the final Strategy Composite Score in Step 06.

Regime intervals

Regime Scorei	Start	End	Days

Regime diagnostics

Regime weakness table

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Candidate Typei	Regime Scorei	Mean Regime Score	Worst Regime	Worst Regime Score	Best Regime	Best Regime Score	Tradesi	Profit Totali	Profit Drawdowni	Max Drawdowni

Regime Score Summary

Each cell shows the efficiency score for a candidate on a specific regime interval. The mean column averages across all intervals of that regime. The final weighted regime score (highlighted) combines all regime means using the configured regime weights. See Appendix: Scores for the formula.

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Shortlist Reason	Bull 1i	Bull 2i	Bull 3i	Bull Scorei	Bear 1i	Bear 2i	Bear 3i	Bear Scorei	Pump 1i	Pump 2i	Pump 3i	Pump 4i	Pump Scorei	Dump 1i	Dump 2i	Dump 3i	Dump Scorei	Sideway 1i	Sideway 2i	Sideway Scorei	Regime Scorei

Regime: Bull

05.11.2024-11.12.2024 (US president election 2024)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

23.06.2025-13.08.2025 (End of Iran War + Crypto Week, July 2025 )

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

08.04.2025-13.08.2025 (2025 recovery from Tarrifs)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Regime: Bear

11.12.2024-13.05.2025 (Bad Inlfation Data Period + Trumps Tariffs (Spring 2025))

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

14.08.2025-08.09.2025 (August 2025 dip before Rates cut)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

07.10.2025-23.10.2025 (October 2025 crash)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Regime: Pump

28.02.2025-04.03.2025 (Trump announced BTC reserve (Sunday 02.03.25))

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

10.05.2025-16.05.2025 (Good Inflation data 13.05.25)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

23.06.2025-26.06.2025 (End of Iran war Jun 2025)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

08.07.2025-15.07.2025 (Crypto week July 2025)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Regime: Dump

20.02.2025-28.02.2025 (One of Trump Tariffs Dump)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

03.03.2025-11.03.2025 (Another Tariffs Dump)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

07.10.2025-13.10.2025 ( October 2025 Big crash)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Regime: Sideway

29.02.2024-02.07.2024 (Feb – Jul 2024 sideways)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

21.11.2025-01.01.2026 (Nov 2025 – Jan 2026 sideways)

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni