Machine Learning Model
Regime classification architecture — XGBoost, retrained weekly
No model trained yet. Run python -m agent.model.train to train the first model.
Target Classes
TREND_UP
TREND_DOWN
RANGE
BREAKOUT
FLAT
Key Features 28 TOTAL
Returns: 1/5/10/20 bar
RSI(14), ATR(14), ADX(14)
Bollinger bandwidth
Donchian channel
Volume surge ratio
VIX level & ROC
EMA cross (9/21)
Time-of-day flags