Sentinel Risk OS — Single-Asset Regime Backtest

Asset: ^GSPC   |   Period: 2022-12-13 → 2025-12-13   |   Generated: 2025-12-13 21:53 UTC

This report monitors statistical regime structure. It is not a trading signal or a forecast.

Executive Summary

Dominant Regime
Attention (53.0% of period)
Regime Transitions
59
Longest Elevated Streak
81 days
Max Severity
7.04 on 2025-04-09
Most Recent Regime
Attention
Crossed Elevated-Risk Threshold
Yes — first observed 2023-10-30

Price & Regime View

Regime Windows

StartEndRegimeDuration (days)Max ScorePeak Date
2023-08-302023-09-14Pre-Stress151.582023-09-12
2023-09-152023-10-30Pre-Stress453.122023-10-30
2023-10-302023-10-31Core Stress13.122023-10-30
2023-10-312023-11-02Pre-Stress23.262023-11-02
2023-11-022023-11-03Core Stress13.262023-11-02
2023-11-032023-11-10Pre-Stress73.142023-11-10
2023-11-102023-11-13Core Stress33.142023-11-10
2023-11-132023-11-14Pre-Stress13.872023-11-14
2023-11-142023-11-16Core Stress23.872023-11-14
2023-11-162023-12-15Pre-Stress292.902023-11-16
2023-12-202023-12-26Pre-Stress61.432023-12-20
2024-01-022024-01-10Pre-Stress81.502024-01-04
2024-01-162024-01-18Pre-Stress21.272024-01-17
2024-01-312024-02-01Pre-Stress11.362024-01-31
2024-02-052024-02-06Pre-Stress11.042024-02-05
2024-02-132024-03-01Pre-Stress172.132024-02-22
2024-03-052024-03-19Pre-Stress141.412024-03-11
2024-03-262024-03-27Pre-Stress11.062024-03-26
2024-04-022024-05-17Pre-Stress452.312024-05-01
2024-05-232024-05-24Pre-Stress11.162024-05-23
2024-05-292024-06-05Pre-Stress71.342024-05-30
2024-06-242024-06-25Pre-Stress11.062024-06-24
2024-07-112024-07-12Pre-Stress11.112024-07-11
2024-07-172024-08-02Pre-Stress163.102024-08-02
2024-08-022024-10-01Core Stress606.072024-08-08
2024-10-012024-12-04Pre-Stress642.832024-10-01
2024-12-092024-12-11Pre-Stress21.252024-12-10
2024-12-122024-12-16Pre-Stress41.122024-12-12
2024-12-172025-03-06Pre-Stress793.262025-03-06
2025-03-062025-04-03Core Stress286.652025-04-03
2025-04-032025-06-10Extreme687.042025-04-09
2025-06-102025-07-02Core Stress226.002025-06-17
2025-07-022025-07-21Pre-Stress192.942025-07-07
2025-07-312025-08-08Pre-Stress81.752025-08-01
2025-08-192025-09-04Pre-Stress161.462025-08-21
2025-09-232025-09-29Pre-Stress61.252025-09-25
2025-10-102025-11-12Pre-Stress332.462025-11-06
2025-11-132025-12-12Pre-Stress292.702025-11-20

Data Quality

Rows
753
Missing Ratio
4.0%
Max Gap (days)
4.0
Status
OK
Signal Quality & Limitations