Regime filters classify markets (trending vs mean-reverting, high vs low vol) to decide which playbook applies. Misclassification costs compound when you apply trend rules in chop.
Common inputs include realised volatility percentiles, moving-average slopes, and cross-asset risk gauges. Combine filters with economic calendar awareness.
Document look-ahead bias if indicators use future data in research code. Live trading requires point-in-time discipline.
Educational only · not investment advice · Risk disclosures