Split (1)

train · 2.5k rows

timestamp stringdate 2020-01-01 00:00:00 2026-11-04 00:00:00	close_price float64 685 1.8k	log_return float64 -0.11 0.1	latent_regime int64 0 2	regime_label stringclasses 3 values	parkinson_volatility float64 0.01 1.58	garman_klass_volatility float64 0.01 1.71	prob_expansion float64 0.02 0.96	prob_consolidation float64 0.02 0.97	prob_turbulent float64 0.02 0.96
2020-01-01	993.3529	-0.006669	0	Low-Vol Expansion	0.10212	0.10063	0.8938	0.0531	0.0531
2020-01-02	983.7451	-0.009719	0	Low-Vol Expansion	0.19697	0.21117	0.8919	0.054	0.054
2020-01-03	989.4821	0.005815	1	Equilibrium Consolidation	0.22656	0.26051	0.0525	0.895	0.0525
2020-01-04	985.4929	-0.00404	1	Equilibrium Consolidation	0.08652	0.09375	0.0588	0.8824	0.0588
2020-01-05	993.512	0.008104	1	Equilibrium Consolidation	0.3298	0.37999	0.0662	0.8676	0.0662
2020-01-06	960.2629	-0.034039	1	Equilibrium Consolidation	0.40537	0.33914	0.0583	0.8834	0.0583
2020-01-07	973.2416	0.013425	1	Equilibrium Consolidation	0.18693	0.17578	0.0433	0.9133	0.0433
2020-01-08	954.8363	-0.019092	1	Equilibrium Consolidation	0.22789	0.19107	0.0514	0.8972	0.0514
2020-01-09	944.3413	-0.011052	1	Equilibrium Consolidation	0.27333	0.30278	0.0627	0.8747	0.0627
2020-01-10	941.2825	-0.003244	1	Equilibrium Consolidation	0.27818	0.32596	0.059	0.8821	0.059
2020-01-11	946.4862	0.005513	1	Equilibrium Consolidation	0.3289	0.38341	0.0427	0.9146	0.0427
2020-01-12	949.3288	0.002999	1	Equilibrium Consolidation	0.25883	0.30331	0.0654	0.8692	0.0654
2020-01-13	965.6639	0.017061	1	Equilibrium Consolidation	0.34165	0.36535	0.0531	0.8939	0.0531
2020-01-14	943.941	-0.022752	1	Equilibrium Consolidation	0.41613	0.4355	0.0441	0.9119	0.0441
2020-01-15	922.2807	-0.023214	1	Equilibrium Consolidation	0.24525	0.17584	0.0592	0.8815	0.0592
2020-01-16	913.378	-0.0097	1	Equilibrium Consolidation	0.16862	0.17395	0.0478	0.9043	0.0478
2020-01-17	924.9349	0.012573	1	Equilibrium Consolidation	0.35636	0.40082	0.0269	0.9461	0.0269
2020-01-18	936.9364	0.012892	1	Equilibrium Consolidation	0.32197	0.35711	0.044	0.9121	0.044
2020-01-19	949.7377	0.01357	1	Equilibrium Consolidation	0.17447	0.1558	0.0558	0.8884	0.0558
2020-01-20	946.9637	-0.002925	1	Equilibrium Consolidation	0.1421	0.1648	0.038	0.924	0.038
2020-01-21	945.3002	-0.001758	1	Equilibrium Consolidation	0.20644	0.24244	0.0486	0.9028	0.0486
2020-01-22	956.6724	0.011958	1	Equilibrium Consolidation	0.29136	0.32212	0.0583	0.8833	0.0583
2020-01-23	958.2679	0.001666	1	Equilibrium Consolidation	0.1959	0.23006	0.0471	0.9058	0.0471
2020-01-24	954.5532	-0.003884	1	Equilibrium Consolidation	0.24118	0.28137	0.0474	0.9051	0.0474
2020-01-25	943.5123	-0.011634	1	Equilibrium Consolidation	0.48008	0.55347	0.055	0.89	0.055
2020-01-26	945.3655	0.001962	1	Equilibrium Consolidation	0.18395	0.21572	0.0464	0.9072	0.0464
2020-01-27	960.7277	0.016119	1	Equilibrium Consolidation	0.29671	0.31105	0.0573	0.8853	0.0573
2020-01-28	978.7529	0.018588	1	Equilibrium Consolidation	0.35121	0.37063	0.034	0.9321	0.034
2020-01-29	960.8802	-0.018429	1	Equilibrium Consolidation	0.23684	0.21141	0.0465	0.9071	0.0465
2020-01-30	947.9424	-0.013556	1	Equilibrium Consolidation	0.16138	0.13497	0.0538	0.8924	0.0538
2020-01-31	970.5235	0.023542	1	Equilibrium Consolidation	0.30556	0.27473	0.038	0.9241	0.038
2020-02-01	965.0847	-0.00562	1	Equilibrium Consolidation	0.21811	0.25075	0.0692	0.8616	0.0692
2020-02-02	948.979	-0.016829	1	Equilibrium Consolidation	0.30369	0.31668	0.0591	0.8819	0.0591
2020-02-03	962.3427	0.013984	0	Low-Vol Expansion	0.31993	0.35051	0.8853	0.0574	0.0574
2020-02-04	974.5616	0.012617	0	Low-Vol Expansion	0.25204	0.26939	0.9046	0.0477	0.0477
2020-02-05	975.4706	0.000932	0	Low-Vol Expansion	0.11032	0.12957	0.8652	0.0674	0.0674
2020-02-06	980.229	0.004866	0	Low-Vol Expansion	0.12243	0.13592	0.8955	0.0523	0.0523
2020-02-07	981.9706	0.001775	0	Low-Vol Expansion	0.08249	0.09554	0.9279	0.0361	0.0361
2020-02-08	972.1783	-0.010022	0	Low-Vol Expansion	0.19316	0.20481	0.911	0.0445	0.0445
2020-02-09	956.7718	-0.015974	0	Low-Vol Expansion	0.22485	0.21271	0.893	0.0535	0.0535
2020-02-10	962.682	0.006158	0	Low-Vol Expansion	0.08412	0.07822	0.8827	0.0587	0.0587
2020-02-11	958.473	-0.004382	0	Low-Vol Expansion	0.14141	0.16079	0.9174	0.0413	0.0413
2020-02-12	952.7721	-0.005966	0	Low-Vol Expansion	0.23631	0.27194	0.9081	0.0459	0.0459
2020-02-13	956.0833	0.003469	0	Low-Vol Expansion	0.06401	0.06714	0.8969	0.0515	0.0515
2020-02-14	951.8995	-0.004386	0	Low-Vol Expansion	0.10882	0.1206	0.8937	0.0531	0.0531
2020-02-15	967.646	0.016407	0	Low-Vol Expansion	0.17694	0.13114	0.9184	0.0408	0.0408
2020-02-16	962.7181	-0.005106	0	Low-Vol Expansion	0.2154	0.24857	0.9118	0.0441	0.0441
2020-02-17	964.518	0.001868	0	Low-Vol Expansion	0.15324	0.17948	0.8859	0.057	0.057
2020-02-18	953.7887	-0.011186	0	Low-Vol Expansion	0.11682	0.08208	0.9071	0.0464	0.0464
2020-02-19	965.2803	0.011976	0	Low-Vol Expansion	0.13714	0.11004	0.8885	0.0557	0.0557
2020-02-20	963.5308	-0.001814	0	Low-Vol Expansion	0.03634	0.03886	0.9127	0.0437	0.0437
2020-02-21	973.4329	0.010224	0	Low-Vol Expansion	0.11488	0.09011	0.8906	0.0547	0.0547
2020-02-22	973.1111	-0.000331	0	Low-Vol Expansion	0.03473	0.04076	0.8775	0.0612	0.0612
2020-02-23	967.7234	-0.005552	0	Low-Vol Expansion	0.17766	0.20188	0.8909	0.0545	0.0545
2020-02-24	976.1977	0.008719	0	Low-Vol Expansion	0.13005	0.12668	0.8932	0.0534	0.0534
2020-02-25	975.2243	-0.000998	0	Low-Vol Expansion	0.14022	0.16481	0.9332	0.0334	0.0334
2020-02-26	969.7622	-0.005617	0	Low-Vol Expansion	0.25294	0.29261	0.9168	0.0416	0.0416
2020-02-27	963.0766	-0.006918	0	Low-Vol Expansion	0.13414	0.14243	0.8977	0.0512	0.0512
2020-02-28	952.5188	-0.011023	1	Equilibrium Consolidation	0.24965	0.27308	0.0526	0.8949	0.0526
2020-02-29	955.169	0.002779	1	Equilibrium Consolidation	0.1893	0.22119	0.0443	0.9115	0.0443
2020-03-01	946.1117	-0.009528	1	Equilibrium Consolidation	0.19309	0.207	0.045	0.91	0.045
2020-03-02	953.7806	0.008073	1	Equilibrium Consolidation	0.16745	0.18035	0.0511	0.8978	0.0511
2020-03-03	946.2946	-0.00788	1	Equilibrium Consolidation	0.13002	0.13188	0.0457	0.9085	0.0457
2020-03-04	944.1609	-0.002257	1	Equilibrium Consolidation	0.08167	0.09355	0.0498	0.9004	0.0498
2020-03-05	937.488	-0.007093	1	Equilibrium Consolidation	0.21745	0.24627	0.0635	0.873	0.0635
2020-03-06	908.6731	-0.031219	1	Equilibrium Consolidation	0.34293	0.26107	0.0601	0.8798	0.0601
2020-03-07	918.3576	0.010601	1	Equilibrium Consolidation	0.31641	0.35756	0.0733	0.8534	0.0733
2020-03-08	916.1413	-0.002416	1	Equilibrium Consolidation	0.08853	0.10147	0.0522	0.8956	0.0522
2020-03-09	910.3215	-0.006373	1	Equilibrium Consolidation	0.31071	0.36039	0.0539	0.8922	0.0539
2020-03-10	903.579	-0.007434	1	Equilibrium Consolidation	0.31799	0.36715	0.0534	0.8932	0.0534
2020-03-11	914.6398	0.012167	1	Equilibrium Consolidation	0.24366	0.26057	0.0703	0.8594	0.0703
2020-03-12	928.7508	0.01531	1	Equilibrium Consolidation	0.28706	0.30236	0.0525	0.895	0.0525
2020-03-13	926.1827	-0.002769	1	Equilibrium Consolidation	0.08328	0.09417	0.0471	0.9058	0.0471
2020-03-14	917.9911	-0.008884	1	Equilibrium Consolidation	0.16904	0.17869	0.0612	0.8777	0.0612
2020-03-15	906.3455	-0.012767	1	Equilibrium Consolidation	0.18894	0.18336	0.0551	0.8898	0.0551
2020-03-16	902.5882	-0.004154	1	Equilibrium Consolidation	0.09881	0.10888	0.0433	0.9133	0.0433
2020-03-17	900.4252	-0.002399	1	Equilibrium Consolidation	0.14138	0.16477	0.0462	0.9076	0.0462
2020-03-18	887.7186	-0.014212	1	Equilibrium Consolidation	0.25713	0.26832	0.0598	0.8804	0.0598
2020-03-19	904.7975	0.019056	1	Equilibrium Consolidation	0.39458	0.42483	0.0555	0.8891	0.0555
2020-03-20	895.5129	-0.010314	1	Equilibrium Consolidation	0.32072	0.36365	0.0514	0.8971	0.0514
2020-03-21	904.0491	0.009487	1	Equilibrium Consolidation	0.20159	0.21812	0.0373	0.9255	0.0373
2020-03-22	901.3138	-0.00303	1	Equilibrium Consolidation	0.37995	0.44636	0.0452	0.9095	0.0452
2020-03-23	911.6603	0.011414	0	Low-Vol Expansion	0.22822	0.24397	0.8821	0.0589	0.0589
2020-03-24	907.4306	-0.00465	0	Low-Vol Expansion	0.1024	0.1115	0.9301	0.0349	0.0349
2020-03-25	924.6478	0.018796	0	Low-Vol Expansion	0.32062	0.32881	0.9207	0.0396	0.0396
2020-03-26	935.458	0.011623	0	Low-Vol Expansion	0.2049	0.21225	0.8674	0.0663	0.0663
2020-03-27	929.653	-0.006225	0	Low-Vol Expansion	0.12045	0.12784	0.8892	0.0554	0.0554
2020-03-28	922.916	-0.007273	0	Low-Vol Expansion	0.07578	0.05301	0.8734	0.0633	0.0633
2020-03-29	923.84	0.001001	0	Low-Vol Expansion	0.04253	0.04909	0.8868	0.0566	0.0566
2020-03-30	923.4102	-0.000465	0	Low-Vol Expansion	0.06756	0.07942	0.9014	0.0493	0.0493
2020-03-31	929.523	0.006598	0	Low-Vol Expansion	0.1186	0.12354	0.8822	0.0589	0.0589
2020-04-01	921.9373	-0.008194	0	Low-Vol Expansion	0.18201	0.19846	0.9049	0.0475	0.0475
2020-04-02	913.0655	-0.00967	0	Low-Vol Expansion	0.1996	0.21477	0.8817	0.0592	0.0592
2020-04-03	919.6175	0.00715	0	Low-Vol Expansion	0.22795	0.25896	0.8811	0.0595	0.0595
2020-04-04	919.7173	0.000108	0	Low-Vol Expansion	0.14387	0.16939	0.8809	0.0595	0.0595
2020-04-05	917.8177	-0.002068	0	Low-Vol Expansion	0.27598	0.3243	0.9167	0.0416	0.0416
2020-04-06	914.7832	-0.003312	0	Low-Vol Expansion	0.11256	0.12844	0.8441	0.0779	0.0779
2020-04-07	907.691	-0.007783	0	Low-Vol Expansion	0.17949	0.19689	0.8536	0.0732	0.0732
2020-04-08	907.4473	-0.000268	0	Low-Vol Expansion	0.16632	0.19581	0.8794	0.0603	0.0603
2020-04-09	904.3125	-0.003461	0	Low-Vol Expansion	0.12773	0.14646	0.8964	0.0518	0.0518

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