Gold Regime Framework
Analytical Methodology
Gold Regime is a multi-signal regime detection framework that classifies the gold market into distinct behavioral states. Rather than relying on a single indicator, it combines over 30 metrics across volatility, correlations, positioning, and macro conditions to identify which regime — which pattern of market behavior — is currently active.
The framework is built on the observation that gold does not move randomly. It cycles through recognizable regimes, each driven by different mechanisms: sometimes yen carry trades, sometimes central bank accumulation, sometimes algorithmic cascade selling. Identifying the active regime changes how you interpret every other signal.
Core Concepts
Glass Jaw Correlation
Measures the co-movement between gold and the Japanese yen — two assets that often trade as safe havens simultaneously. When this relationship tightens, gold becomes vulnerable to yen reversals.
GVZ 4-State Model
Combines the direction of gold volatility (GVZ index) with gold price direction to classify the market into four distinct states, each with different implications for positioning.
Market Regimes
Twelve distinct regimes ranging from bullish accumulation patterns to bearish cascade events. The dashboard detects which regime is active by matching current conditions against each fingerprint.
Floor Levels
Dynamic support and resistance map derived from moving averages, ATR bands, Fibonacci retracements, and swing lows. Most levels move with the market rather than staying fixed.
CTA Cascade
Detects when algorithmic trend-following funds hit automatic sell triggers, creating a chain reaction of mechanical selling unrelated to gold's fundamental value.
Regime Detection
The core engine: how 30+ signals across volatility, correlations, positioning, and macro data combine into a single regime classification.
About Gold Regime
Why this dashboard exists, what makes it different, and how it works under the hood.