Stop Trading Breakouts in Range Markets
Know the market regime before you place the trade. Detect when your strategy's edge disappears — before it costs you money.
The #1 Reason Algo Traders Lose Money
Wrong Regime, Wrong Strategy
Breakout strategies bleed in range markets. Mean-reversion fails in trends. Without knowing the regime, you're gambling.
Backtest ≠ Live
You optimize on history, deploy to live, and watch the edge evaporate. In-sample results lie.
Invisible Slippage
Slippage eats your edge and you don't measure it. The gap between simulated and real P&L compounds daily.
What if your strategy knew what kind of market it was in?
How It Works
Feed It OHLCV Bars
CSV input, any timeframe, any instrument. Standard OHLCV format.
Get Regime Classification
JSON output with state labels, transition probabilities, and confidence metrics.
Filter Your Entries
Only trade breakouts during expansion. Only fade during range. Let the math decide.
{
"current_regime": "moderate_trend",
"bars_in_current": 47,
"distribution": {
"low_vol_range": 42.1,
"moderate_trend": 38.4,
"high_vol_expansion": 19.5
}
}Real Results from 17,376 Bars of ES Data
Regime Distribution
Transition Matrix
| From \ To | Range | Trend | Expansion |
|---|---|---|---|
| Range | 96.2% | 3.1% | 0.7% |
| Trend | 4.8% | 92.1% | 3.1% |
| Expansion | 2.3% | 5.4% | 92.3% |
Regimes are sticky — 96.2% persistence means you have time to react.
Based on ES 5-minute bars. Your results will vary by instrument and timeframe.
We Publish the Math
No proprietary indicators. No obfuscated code. You can read every line.
returns_pct = (Close - Open) / Open × 100Bar returns as a percentage of the opening price.
range_pct = (High - Low) / Open × 100Bar range normalized by the opening price. Measures volatility.
realized_vol_20 = rolling_std(returns, 20)20-bar rolling standard deviation of returns. The core volatility signal.
volume_ratio = volume / rolling_mean(volume, 20)Current volume relative to its 20-bar average. Spikes indicate regime shifts.
Built by Futures Traders
We trade ES, NQ, and CL using these tools every session.
Built by traders, for traders. Not a black box from a marketing company.
Simple, One-Time Pricing
No subscriptions. No recurring fees. Yours forever.
Free
- Regime Detector (ES only)
- 3-state HMM classification
- Full source code included
- Math documentation
- Community support
Pro
- Everything in Free
- 5 pre-trained instruments (ES, NQ, CL, MGC, SIL)
- HMM Trainer — train on your own data
- Param Optimizer core
- Email support
One avoided stop-out on ES pays for this.
Suite
- Everything in Pro
- Walk-Forward Evaluator
- Portfolio Simulator (Monte Carlo)
- Slippage Calibrator
- Priority support
Everything you need for professional research.
30-day money-back guarantee. No questions asked.
Frequently Asked Questions
A market regime is a statistical classification of current market conditions. Markets cycle between distinct states — low-volatility ranges, moderate trends, and high-volatility expansions. Each state has different statistical properties that affect which trading strategies work best. Our tools use Hidden Markov Models (HMM) to identify which regime is currently active.
No. The tools handle all the math. You provide OHLCV bars (standard price data) and get regime labels back. The output is plain JSON with human-readable state names, percentages, and transition probabilities. If you can read a JSON file, you can use these tools.
No. AlphaLab tools are pure analytical tools. They classify market conditions and compute metrics. They do not tell you when to buy or sell. How you use regime information in your trading decisions is entirely up to you.
Any instrument with OHLCV bar data. Pre-trained configs ship for ES, NQ, CL, MGC, and SIL. You can train custom models on any instrument using the Pro or Suite packages.
numpy, polars, and hmmlearn. All open-source, well-maintained libraries. No proprietary runtimes or locked ecosystems.
No. AlphaLab tools are pure Python. They work with any OHLCV CSV data regardless of source — NinjaTrader, TradingView, Sierra Chart, or any other platform that exports standard bar data.
30-day money-back guarantee, no questions asked. If the tools don’t work for you, email us for a full refund.
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