Core model: a latent-state model estimates which broad market environment is most likely active using only SPY’s own historical behavior.
Exposure logic: the core sets baseline exposure by regime, while volatility and trend are applied afterward as modular overlays rather than being forced into the latent-state classification itself.
Research goal: test whether regime-aware exposure combined with lightweight risk controls can improve out-of-sample risk-adjusted performance relative to static and one-rule alternatives.
Estimate persistent market environments using a latent-state model on low-dimensional features, then map those environments to a baseline exposure ladder.
Apply volatility and trend as post-classification sizing controls. This keeps state estimation separate from risk control and makes the framework easier to interpret.
Focus on out-of-sample risk-adjusted behavior, drawdown control, and exposure efficiency rather than relying on raw return alone.
The main comparison here is not just raw return, but whether any regime-aware variant improved the return / risk tradeoff out of sample. That is why the two retained visuals focus on CAGR versus drawdown and a more holistic balanced radar view.
In this run, the strongest model by OOS Sharpe is Core + Vol + Trend Overlay at 0.7795. The strongest by OOS CAGR is Latent-State Core at 10.44%. The shallowest OOS drawdown belongs to Core + Vol + Trend Overlay at 14.89% max drawdown magnitude.