Experts: RegimeRouter — trend/range classifier with a per-regime win rate ledger
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RegimeRouter — trend/range classifier with a per-regime win rate ledger:
Classifies the market with ADX, the Hurst exponent and lag-1 autocorrelation, routes each bar to a breakout module or a mean-reversion module, and keeps a separate win rate ledger for each regime with a Wilson 95% lower bound, so you can see which half of it is actually working.
Author: Ali Akbar