I came across a quantitative research paper, so I fed it to AI to model based on the content and develop indicators. I tested it, and it’s really impressive...


This is an algorithm that determines bull and bear markets based on volatility and momentum. In simple terms, if the market has volatility, it indicates trading opportunities, so it’s not a bear market...
If the market hits a new high with extremely low volatility, the momentum bars in the indicator will instead suggest that this is a bull tail...
At the end of 2021 and during this bull peak, a similar phenomenon appeared, which is that the price broke new highs, but the momentum bars in the indicator were very low or negative...
This means that this cycle, starting from Trump’s trade war, was actually nearing its peak. Although it slowly broke new highs like the last bull market, the profit-making effect was very poor.
On the other hand, regarding bear market regime judgment, a slow rise of the red bars is a signal, and the duration of the red area can also be referenced. That is, although the price has not yet fallen to an extremely low level, the days of not making money are almost over. Later, just wait for the red bars to rise and turn green.
However, it’s important to note that when the bearish trend weakens, the red bars will indeed gradually shrink, but during this period, the price will still decline, even breaking new lows...
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