About FX Regime Lab
Systematic FX macro research, published daily.
Shreyash Sakhare
Founder & Lead Researcher
Macro researcher focused on systematic FX regime classification. Built FX Regime Lab to bridge the gap between institutional-grade quantitative research and publicly accessible daily regime classifications.
How we classify regimes
3-layer regime engine
Macro, technical, and micro-structure layers are scored independently and fused into a composite regime label.
6 composite inputs
Rate differential, COT positioning, realized volatility, open interest, special factor, and FPI flow — weighted per pair.
Out-of-sample validation
Every call is scored with Brier scores and directional accuracy. No ex-post fitting, no narrative revision.
Immutable ledger
Every call is logged and validated in an append-only record. The database is the source of truth.
Highlights
19,133
Validated regime calls
3
Currency pairs: EUR/USD, USD/JPY, USD/INR
1,000
Trading days validated
44.3%
Rolling 90-day accuracy
Commitments
Append-only validation
Every regime call is logged before the outcome is known. Validation rows are never mutated after write.
Public methodology
Signal architecture, weighting, and regime thresholds are documented and versioned.
No narrative revision
Post-hoc stories that fit the data are not added. The call either worked or it did not.
Open benchmark
Regime-aware sizing is benchmarked against uniform exposure on the Track Record page.
Where the data comes from
FRED API
Federal Reserve Economic Data — rate differentials, inflation expectations, and macroeconomic indicators.
Yahoo Finance
Spot FX prices, realized volatility calculations, and historical price data for regime validation.
CFTC COT Reports
Commitment of Traders positioning data for institutional positioning analysis.
Investing.com Economic Calendar
Scheduled macro events, central bank meetings, and high-impact event tracking.
Disclaimers & Terms
Not Investment Advice
FX Regime Lab is a research publication, not a financial advisor. All content — regime classifications, signal scores, and briefs — is provided for informational and educational purposes only. Nothing herein constitutes investment advice, a solicitation to buy or sell any security, or a recommendation of any trading strategy. Past performance does not guarantee future results.
Data Accuracy & Limitations
We source data from public APIs (FRED, Yahoo Finance, CFTC) and make every effort to ensure accuracy. However, data may be delayed, incorrect, or incomplete. FX Regime Lab assumes no liability for decisions made based on this data. Users should verify any data point with primary sources before acting on it.
Intellectual Property
All content, methodology, signal architectures, and code are the intellectual property of FX Regime Lab. Unauthorized reproduction, redistribution, or commercial use without written permission is prohibited.
Version History
June 2026 — V3 Redesign
- ·Complete UX/UI redesign: principle-first, Brier-first metrics
- ·Information architecture restructure (Research, Desk, Validation, About)
- ·Cross-Asset Matrix: data-empty tiles hidden, only real data shown
- ·Sample size context on Track Record page
- ·About page expansion: Data Sources, Legal, editable bio
- ·CMS via site_content table for editable copy
- ·Feature flag system for progressive rollout
May 2026
- ·Regime Validation panel added to Track Record
- ·T+20 validation live for all three pairs
- ·MAD Z-score normalization for rate signals
- ·Platt calibration for confidence scores
- ·Per-pair macro tiles in Cross-Asset Matrix
April 2026
- ·V1 launch with EUR/USD, USD/JPY, USD/INR
- ·T+5 directional validation
- ·Daily brief automation
- ·Signal inspector drawer
Connect
[RESEARCH ONLY] For research purposes only. These regime classifications are derived from a deterministic 3-layer signal framework and validated out-of-sample. Not investment advice. Past calibration metrics do not guarantee future performance.