| Regime | Description |
|---|---|
| R0 | Calm neutral (28% of time, avg 31d runs) |
| R1 | Elevated vol / mixed (25% of time, avg 28d runs) |
| R2 | Very calm / trending (38% of time, avg 61d runs) |
| R3 | High vol / crisis (10% of time, avg 27d runs) |
| Strategy | TF | Pair | Regime | N | Avg R | Win % | Total R | Edge |
|---|---|---|---|---|---|---|---|---|
| BB_MR | D | CAD_JPY | R0 | 36 | +0.143 | 61% | +5.2 | WEAK |
| BB_MR | D | CAD_JPY | R1 | 25 | +0.234 | 64% | +5.8 | STRONG |
| BB_MR | D | CAD_JPY | R2 | 48 | +0.011 | 46% | +0.5 | WEAK |
| BB_MR | D | CAD_JPY | R3 | 8 | +0.070 | 62% | +0.6 | WEAK |
| BB_MR | W | GBP_CAD | R1 | 7 | +0.563 | 86% | +3.9 | STRONG |
| BB_MR | W | GBP_CAD | R2 | 10 | -0.203 | 50% | -2.0 | AVOID |
| Donchian | D | GBP_JPY | R0 | 54 | +0.039 | 35% | +2.1 | WEAK |
| Donchian | D | GBP_JPY | R1 | 57 | -0.069 | 32% | -3.9 | AVOID |
| Donchian | D | GBP_JPY | R2 | 78 | +0.169 | 38% | +13.1 | STRONG |
| Donchian | D | GBP_JPY | R3 | 17 | +0.059 | 24% | +1.0 | WEAK |
| Donchian | W | AUD_USD | R0 | 8 | -0.404 | 25% | -3.2 | AVOID |
| Donchian | W | AUD_USD | R1 | 8 | +0.014 | 38% | +0.1 | WEAK |
| Donchian | W | AUD_USD | R2 | 13 | +0.364 | 38% | +4.7 | STRONG |
| Donchian | W | EUR_JPY | R0 | 16 | +0.259 | 38% | +4.1 | STRONG |
| Donchian | W | EUR_JPY | R1 | 6 | +0.156 | 33% | +0.9 | STRONG |
| Donchian | W | EUR_JPY | R2 | 10 | -0.105 | 40% | -1.0 | AVOID |
| Donchian | W | EUR_USD | R0 | 9 | -0.562 | 22% | -5.1 | AVOID |
| Donchian | W | EUR_USD | R1 | 8 | +0.548 | 62% | +4.4 | STRONG |
| Donchian | W | EUR_USD | R2 | 13 | +1.131 | 54% | +14.7 | STRONG |
| Donchian | W | GBP_JPY | R0 | 14 | +0.305 | 43% | +4.3 | STRONG |
| Donchian | W | GBP_JPY | R1 | 7 | -0.062 | 29% | -0.4 | AVOID |
| Donchian | W | GBP_JPY | R2 | 15 | -0.496 | 13% | -7.4 | AVOID |
| Donchian | W | SGD_JPY | R0 | 8 | -0.211 | 25% | -1.7 | AVOID |
| Donchian | W | SGD_JPY | R2 | 19 | +0.781 | 47% | +14.8 | STRONG |
| Donchian | W | USD_JPY | R0 | 6 | +0.271 | 50% | +1.6 | STRONG |
| Donchian | W | USD_JPY | R1 | 10 | -0.056 | 30% | -0.6 | AVOID |
| Donchian | W | USD_JPY | R2 | 18 | +0.556 | 39% | +10.0 | STRONG |