Detecting Hidden Market Regimes Beyond Correlation (empirical Results)

Sharing an empirical regime-detection study based on structural coupling rather than correlation. Key finding: correlation can stay high while structural dependence collapses. The signal detects rigid, transitional and chaotic regimes across scales.

Black-box engine, results only. Not predictive, no ML.

Looking for feedback on interpretation and related literature.

Repo: https://github.com/johnoliveiradev/Multiscale-structural-reg...