Sentinel Risk OS — Single-Asset Regime Backtest

Asset: BTC-USD   |   Period: 2024-12-13 → 2025-12-13   |   Generated: 2025-12-13 22:41 UTC

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

Executive Summary

Dominant Regime
Attention (50.8% of period)
Regime Transitions
31
Longest Elevated Streak
24 days
Max Severity
4.20 on 2025-11-21
Most Recent Regime
Attention
Crossed Elevated-Risk Threshold
Yes — first observed 2025-11-14

Price & Regime View

Regime Windows

StartEndRegimeDuration (days)Max ScorePeak Date
2025-06-112025-06-25Pre-Stress141.682025-06-22
2025-06-302025-07-02Pre-Stress21.342025-07-01
2025-07-042025-07-06Pre-Stress21.092025-07-04
2025-07-072025-07-08Pre-Stress11.052025-07-07
2025-07-102025-07-11Pre-Stress11.252025-07-10
2025-07-152025-07-17Pre-Stress21.122025-07-15
2025-07-182025-07-22Pre-Stress41.152025-07-20
2025-07-232025-07-27Pre-Stress41.132025-07-25
2025-07-282025-08-07Pre-Stress101.732025-08-02
2025-08-082025-08-10Pre-Stress21.092025-08-08
2025-08-112025-08-12Pre-Stress11.032025-08-11
2025-08-142025-09-08Pre-Stress252.092025-08-29
2025-09-092025-09-10Pre-Stress11.092025-09-09
2025-09-192025-10-02Pre-Stress131.742025-09-25
2025-10-072025-11-14Pre-Stress383.092025-11-14
2025-11-142025-12-08Core Stress244.202025-11-21
2025-12-082025-12-12Pre-Stress42.802025-12-08

Data Quality

Rows
365
Missing Ratio
-39.8%
Max Gap (days)
1.0
Status
OK
Signal Quality & Limitations