AI Regime Strategy Selector

flowchart TB subgraph DATA["Market Data Feeds"] Yahoo["Yahoo Finance"] Finnhub["Finnhub"] CoinGecko["CoinGecko"] Polygon["Polygon.io"] end subgraph REGIME["Regime Detection Layer"] PINN["PINN Regime Predictor
Physics-constrained
Crisis probability"] HMM["Markov HMM (252-bar)
4-state model
Transition matrix"] OUTPUTS["Outputs:
regime, confidence,
crisisWarning"] end subgraph SELECTOR["Regime Strategy Selector"] GET_REGIME["1. Get current regime + confidence"] EVAL_FITNESS["2. Evaluate fitness of all 6 strategies"] CHECK_THRESH["3. Check fund thresholds"] RECOMMEND["4. Recommend best strategy"] URGENCY["5. Determine switch urgency"] end subgraph ORCHESTRATOR["Fund Manager Orchestrator"] TICK["Tick Loop (60s)"] STEP41["Step 4.1: Check regime switch"] AUTO_CHECK["If auto-switch enabled
+ immediate urgency"] EXECUTE["Execute switch"] ALLOCATE["Update allocations"] AUDIT["Record to audit trail"] end subgraph EXECUTOR["Algorithm Executor"] TICK_DSL["Tick strategy DSL every 60s"] EVAL_COND["Evaluate entry/exit conditions"] TRADE["Execute trades via broker"] end DATA --> REGIME Yahoo --> PINN Finnhub --> PINN CoinGecko --> HMM Polygon --> HMM PINN --> OUTPUTS HMM --> OUTPUTS OUTPUTS --> SELECTOR GET_REGIME --> EVAL_FITNESS EVAL_FITNESS --> CHECK_THRESH CHECK_THRESH --> RECOMMEND RECOMMEND --> URGENCY SELECTOR --> ORCHESTRATOR TICK --> STEP41 STEP41 --> AUTO_CHECK AUTO_CHECK -->|Yes| EXECUTE EXECUTE --> ALLOCATE ALLOCATE --> AUDIT ORCHESTRATOR --> EXECUTOR TICK_DSL --> EVAL_COND EVAL_COND --> TRADE style PINN fill:#1a4d1a,stroke:#3fb950 style HMM fill:#1a3d4d,stroke:#58a6ff style SELECTOR fill:#2d1a4d,stroke:#a371f7 style ORCHESTRATOR fill:#4d3d1a,stroke:#f0883e

stateDiagram-v2 [*] --> Bull Bull --> Bear: Negative drift
High volatility Bull --> Sideways: Low momentum
Moderate vol Bull --> Crisis: VIX spike
Correlation breakdown Bear --> Bull: Positive drift
Low volatility Bear --> Recovery: Stabilization Bear --> Crisis: Extreme volatility Sideways --> Bull: Breakout up Sideways --> Bear: Breakout down Crisis --> Recovery: Volatility subsides Crisis --> Bear: Continued decline Recovery --> Bull: Full confidence Recovery --> Sideways: Stall note right of Bull: Positive drift
Low vol, Hurst > 0.55 note right of Bear: Negative drift
High vol, Hurst < 0.45 note right of Sideways: No drift
Moderate vol, ranging note right of Crisis: Extreme vol
Correlations spike note right of Recovery: Transition phase
Rebuilding

flowchart LR subgraph INPUTS["Scoring Inputs"] RM["Regime Match
40% weight"] RA["Risk Alignment
25% weight"] MF["Momentum Fit
20% weight"] VF["Volatility Fit
15% weight"] end subgraph CALC["Calculation"] FORMULA["fitness = (
regimeMatch * 0.40 +
riskAlignment * 0.25 +
momentumFit * 0.20 +
volatilityFit * 0.15
) * confidence"] end subgraph OUTPUT["Output"] SCORE["Fitness Score
0.0 - 1.0"] SELECTED["Selected Strategy"] ALTS["Alternative
Strategies"] end RM --> FORMULA RA --> FORMULA MF --> FORMULA VF --> FORMULA FORMULA --> SCORE SCORE --> SELECTED SCORE --> ALTS style FORMULA fill:#2d1a4d,stroke:#a371f7 style SCORE fill:#1a4d1a,stroke:#3fb950

flowchart TD START["Check Switch Decision"] --> CRISIS{"Crisis Warning
> threshold?"} CRISIS -->|Yes| IMMEDIATE["IMMEDIATE
Auto-execute if enabled"] CRISIS -->|No| FITNESS{"Fitness diff
> 30%?"} FITNESS -->|Yes| CONFIDENCE{"Confidence
>= threshold?"} FITNESS -->|No| DIFF15{"Fitness diff
> 15%?"} CONFIDENCE -->|Yes| SOON["SOON
Recommend in UI"] CONFIDENCE -->|No| OPTIONAL["OPTIONAL
Show as suggestion"] DIFF15 -->|Yes| OPTIONAL DIFF15 -->|No| NONE["NONE
Current strategy optimal"] IMMEDIATE --> EXECUTE["Execute Switch"] SOON --> UI_BADGE["Show urgency badge"] OPTIONAL --> SUGGESTION["Display suggestion"] NONE --> NO_ACTION["No action needed"] style IMMEDIATE fill:#4d1a1a,stroke:#f85149 style SOON fill:#4d3d1a,stroke:#f0883e style OPTIONAL fill:#1a3d4d,stroke:#58a6ff style NONE fill:#1a4d1a,stroke:#3fb950

flowchart LR subgraph CONSERVATIVE["Conservative"] C1["markovRegimeProbMin: 0.70"] C2["crisisWarningThreshold: 0.20"] C3["regimeSwitchConfidenceMin: 0.80"] C4["minTicksBetweenSwitches: 20"] end subgraph MODERATE["Moderate (Default)"] M1["markovRegimeProbMin: 0.60"] M2["crisisWarningThreshold: 0.30"] M3["regimeSwitchConfidenceMin: 0.70"] M4["minTicksBetweenSwitches: 10"] end subgraph AGGRESSIVE["Aggressive"] A1["markovRegimeProbMin: 0.50"] A2["crisisWarningThreshold: 0.40"] A3["regimeSwitchConfidenceMin: 0.60"] A4["minTicksBetweenSwitches: 5"] end style CONSERVATIVE fill:#1a4d1a,stroke:#3fb950 style MODERATE fill:#1a3d4d,stroke:#58a6ff style AGGRESSIVE fill:#4d1a1a,stroke:#f85149

sequenceDiagram participant UI as RegimeStrategyPanel participant API as /fund-manager/:id/regime participant Selector as RegimeStrategySelector participant Repo as FundRepository UI->>API: GET (fetch current state) API->>Selector: getCurrentRegimeWithConfidence() API->>Selector: getFundThresholds(fundId) API->>Selector: selectRegimeStrategy(fundId) API->>Selector: checkRegimeSwitch(fundId, currentStrategy) Selector-->>API: regime, thresholds, recommendation, switchDecision API-->>UI: { currentRegime, thresholds, recommendation, switchDecision } UI->>API: POST (execute switch) API->>Selector: selectRegimeStrategy(fundId, { forceRegime }) API->>Selector: executeRegimeSwitch(fundId, userId, strategy) Selector->>Repo: Update fund, create algorithm run Selector-->>API: { success, newAlgorithmId, newRunId } API-->>UI: Switch result UI->>API: PUT (update settings) API->>Repo: Update regime_auto_switch_enabled API->>Selector: applyThresholdPreset(fundId, preset) or updateFundThresholds() Selector-->>API: Updated thresholds API-->>UI: { success, thresholds }

flowchart TB subgraph TICK_LOOP["Fund Manager Tick Loop (60s)"] STEP1["Step 1: Update prices & NAV"] STEP2["Step 2: Update positions P&L"] STEP3["Step 3: Check risk limits"] STEP4["Step 4: Tick algorithm strategies"] STEP41["Step 4.1: Check regime switch"] STEP5["Step 5: Process Stock Hunter"] STEP6["Step 6: Log telemetry"] end STEP1 --> STEP2 --> STEP3 --> STEP4 STEP4 --> STEP41 STEP41 --> STEP5 --> STEP6 subgraph REGIME_CHECK["Step 4.1 Detail"] CHECK_ENABLED{"regimeAutoSwitchEnabled?"} GET_DECISION["checkRegimeSwitch(fundId, currentStrategy)"] IS_IMMEDIATE{"urgency === 'immediate'?"} SELECT["selectRegimeStrategy(fundId)"] EXECUTE_SWITCH["executeRegimeSwitch(fundId, userId, strategy)"] LOG["Log to audit trail"] end STEP41 --> CHECK_ENABLED CHECK_ENABLED -->|Yes| GET_DECISION CHECK_ENABLED -->|No| STEP5 GET_DECISION --> IS_IMMEDIATE IS_IMMEDIATE -->|Yes| SELECT IS_IMMEDIATE -->|No| STEP5 SELECT --> EXECUTE_SWITCH EXECUTE_SWITCH --> LOG LOG --> STEP5 style STEP41 fill:#4d3d1a,stroke:#f0883e style EXECUTE_SWITCH fill:#1a4d1a,stroke:#3fb950