Alpha Timing

Regime-Aware Quantitative Trading

A market-regime classifier routes each trading day to a specialist return predictor — trading a small drag in bull markets for large protection in bear markets.

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Xu Shuyao · NUS · 2026 · LinkedIn

Overview

Alpha Timing asks one question: if a model can tell what state the market is currently in, can it size positions more intelligently than simply staying fully invested?

The system has three stages. A regime classifier identifies the market’s current state each day (Bull / Bear / Sideways / Crisis). Based on that state, one of four specialist models predicts the near-term return. A decision layer turns that prediction into a position between 0 (cash) and 1 (fully long), with a defensive bias in risk-off regimes and an automatic volatility brake.

                       ┌──────────────────────────────┐
 daily features ──────►│ regime nowcaster (RandomForest)
 (trailing only)       │ Bull / Bear / Sideways / Crisis…