Business Analytik Ex-ante Cross-Asset Regime Classifier
The market's shape, before the day reveals it.
A pre-computed, calendar-robust classifier for the structure of global capital flows. Pre-registered, reproducible — and testable in your own universe.
What it is
It measures the market's shape, not its direction.
We pre-compute an activity value (0–100) that classifies the structure of global capital flows for the coming trading day: days on which asset classes revert to the mean versus days on which they diverge. The signal is directionless, same-day, and orthogonal to VIX and momentum.
The discipline
Why our numbers hold up.
Most backtests are overfitted. We work differently — on purpose.
Pre-registration
Each monthly value is fixed before the month begins, with a timestamp and SHA-256 hash. Retroactive adjustment is ruled out — and provable.
Calendar control is mandatory
Without controlling for weekday and month, you only measure the calendar. Our tests residualise throughout and check against calendar-matched placebos.
We refute our own findings
More candidates failed under these controls than survived — and we report that openly, in both directions.
What remains, we treat as in-sample.
Who it's for
Three uses, honestly separated.
Clearly distinguished by what is proven today and what is still being validated — find your role here.
Structure conditioning
Adjust risk reporting and VaR / correlation assumptions ex ante on structurally stressed days. No trade, a pure risk view.
Defensive execution veto
Rebalancing timing: suspend counter-cyclical buying on divergence days. Long-only, no derivatives, no leverage.
Active regime switch
Relative-value positioning by regime — reversal on calm days, momentum on marked days. Whether the switch is net-profitable after transaction costs is currently being tested out-of-sample.
Transparency & verifiability
You don't have to take our word for it.
We deliver the data and a self-contained reproduction script — you re-run our findings in your own asset universe. The integrity of the forward data is documented via SHA-256 in a public ledger. The index algorithm stays proprietary; what is tested is the number series.
How to test it
A low-barrier entry.
Check the concept before you decide anything.
Starter
Sample data and reproduction script. Free of charge — to check the concept in your universe.
History
Archived monthly channel for backtesting across several years, document-backed ex ante.
Forward access
Monthly, pre-registered channel — the ongoing, verifiable track record.
About us
Business Analytik UG
Independent quantitative research on the structure of global markets, with a focus on methodological integrity and reproducibility.
Run the numbers yourself.
Request the data and methodology package — including the reproduction script for your own universe.
Imprint
Information pursuant to § 5 DDG (German Digital Services Act)
Business Analytik UG (haftungsbeschränkt)
Ziegelweg 6
74626 Bretzfeld
Germany
Represented by the managing director:
Andreas Henneberg
E-mail: info@business-analytik.com
Register court: Amtsgericht Stuttgart (Stuttgart Local Court)
Registration number: HRB 762176
VAT ID (§ 27a UStG): DE314816723
Responsible for content pursuant to § 18 (2) MStV:
Andreas Henneberg, address as above
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