Real Time Gold Regime Detection

About Gold Regime Detection

Gold regime detection identifies which underlying market mechanism is currently driving gold prices. It distinguishes between safe-haven demand, real-yield repricing, central-bank accumulation, and algorithmic flow events. Gold Regime is a free, open-access dashboard that combines 30+ live signals across volatility, correlations, positioning, and macro indicators to classify the market into one of 12 named behavioral states.

What this dashboard tracks

• Macro and Rates: Real yields, breakeven inflation, JGB curve, dollar index, USD/JPY and USD/CNY crosses.
• Microstructure and Positioning: CFTC COT managed money net, DIX dark pool index, SGE arbitrage gap, basis, margin asymmetry.
• Volatility and Correlations: GVZ, OVX, VIX, and the Glass Jaw correlation between gold and the Japanese yen.
• Prediction Markets: Polymarket probabilities for geopolitical events that affect safe-haven flows into gold.

Methodology

Each framework page explains one concept that the dashboard combines into a regime classification.

• glass-jaw · How the gold and yen return correlation reveals safe-haven fragility.
• gvz-states · Combining gold volatility direction with price direction across four behavioral states.
• archetypes · The 12 regime archetypes and how each one gets detected from the underlying signals.
• floor-levels · Dynamic support and resistance derived from moving averages, ATR bands, and swing lows.
• cta-cascade · Detecting mechanical algorithmic selling cascades from systematic trend following funds.

How the framework reads the market

The framework is designed to detect cause rather than report effect. Two days of declining gold can mean two different things: a fundamental repricing as real yields rise, or a mechanical CTA cascade where trend following funds hit their automatic sell levels at the same time. Reading the underlying signal mix distinguishes the two cases, which leads to different position sizing and different timing.