Generally, market regime has been simply defined as up, down, and sideways. Clearly that is not enough for all kinds of trades. I believe that there is at least one way to define market regime based on any type of trade one conducts. So market regime is really a relative term and can be defined in countless ways.

Here is a list of 10 ways I define it.

1. based on past high-low vs multiples of ATR

2. based on the position of current close vs past high-low

3. based on change of price moving average

4. based on standard deviation of closing prices vs. percent of closing price

5. based on slope of linear regression

6. based on change of ATR

7. based on ATR vs percent of closing price

8. based on sign of average returns

9. based on average of abs(return) vs percent of closing price

10. based on standard deviation of returns vs percent of closing price

Jim Sogi adds:

11. Vol
12. Liquidity
13. Bar size
14. Speed


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