Geopolitical Regime Monitor

Phase 2 HMM · 4-State Multivariate Gaussian · Signals: Oil Spread · OVX/VIX · GVZ/VIX

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classification confidence

State Probabilities

Adjacent Transitions (daily)

Expected Remaining Duration

Based on model E[duration] × current state probability

Conflict Opportunity Basket

Asset	Weight	Rationale

Basket weights are illustrative. This is a conflict signal overlay, not a portfolio recommendation. Rebalance within your existing mandate.

▶ Override conditions

Condition	Trigger	Action

Regime History — Last 90 Trading Days

Conflict Beta — Basket vs SPX (indexed to 100)

Conflict basket (LMT/GD/NOC/XLE/GLD eq-wt) SPX

Phase 2 Multi-Signal Geopolitical HMM · Wang, Lin & Mikhelson (2020) JRFM 13(12):311 · Oil Spread · OVX/VIX · GVZ/VIX · Not financial advice