Regime Detection — Cross-Symbol Market Regime
The /regime endpoint provides a cross-symbol alignment signal — how aligned are all Kronos-covered assets right now? It detects risk-on vs risk-off regimes by measuring how many assets agree on direction, the average confidence across assets, and the overall regime tag.
Endpoint
GET /api/feeds/kronos/regime
Pricing
$0.02 per request (payment after delivery).
Example request
curl -H "X-PAYMENT: <x402-payment-header>" \
"https://kronos.seshat.markets/api/feeds/kronos/regime"
Example response (truncated)
{
"regime": "risk_on",
"aligned_count": 8,
"avg_confidence": 0.65,
"total_symbols": 12,
"dominant_direction": "up",
"alignment_score": 0.67,
"timestamp": "2025-01-15T12:00:00Z",
"symbols": [
{
"symbol": "btc_usdt",
"direction": "up",
"confidence": 0.72
},
{
"symbol": "eth_usdt",
"direction": "up",
"confidence": 0.68
}
]
}
Use cases
Risk-On / Risk-Off Detection
When 8 of 12 assets agree on direction, the market is in risk-on mode. When alignment drops below 50%, the market is fragmented — reduce exposure and wait for consensus.
Portfolio Exposure Control
Use alignment_score as a portfolio-level throttle. High alignment → increase exposure; low alignment → defensive. A simple rule that outperforms static allocation.
Cross-Symbol Confirmation
If BTC is bullish but ETH and SOL are bearish, the dominant direction is mixed. Don't trust a single-asset signal when the regime says fragmented — wait for cross-symbol confirmation.
Regime Shift Alerts
Poll /regime periodically. When the tag flips from risk_on to risk_off, it signals a regime shift — the earliest indicator that market conditions have changed.
Frequently asked questions
What is a crypto market regime detection API?
How do I detect risk-on vs risk-off in crypto markets?
GET /api/feeds/kronos/regime. The regime field returns "risk_on" or "risk_off" based on the alignment_score and dominant_direction. Poll periodically to catch regime shifts early.How much does the regime detection API cost?
Can I use regime detection for portfolio exposure control?
alignment_score as a portfolio-level throttle: high alignment → increase exposure, low alignment → go defensive. This simple rule outperforms static allocation because it adapts to market conditions dynamically.