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Fincept Regimes is the hidden Markov model engine behind every regime_* tool: Gaussian (diagonal, full, spherical or tied covariance), Gaussian-mixture and variational Gaussian models on a returns series or a feature table, one or several sequences, and categorical, Poisson and multinomial models on symbols and counts. Every fit labels its regimes by volatility or mean (calm/turbulent, bear/bull) and returns the transition matrix, per-regime statistics, expected durations, the state path with regime probabilities, information criteria, the current regime and its forecast, and the fitted model, which decodes new data and draws scenarios without refitting. It runs on Fincept’s servers; your agent sends numbers or data references and gets back a result envelope with tables and charts.
Fincept Regimes tools are free. They count toward the rate limit only; a $fincept reference inside a call is charged like a direct call to that tool.

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Modules

Tools are grouped in modules. Each module is a toolset named regime_<module>, so you can list it or search within it. The Fincept Regimes reference lists every module and tool. regime_catalog returns the live list of modules and tools from inside your agent.

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Inputs

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Limits

A computation that runs past its time limit answers timeout; a busy engine answers busy and the call can be retried a few seconds later.

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Outputs

Fit tools return the regimes ordered and labelled by the key feature’s volatility or mean, each regime’s means, volatilities and return statistics, the transition matrix, stationary distribution and expected durations, the Viterbi or posterior path with regime probabilities as series with charts, log-likelihood, AIC and BIC, the current regime, an h-step regime forecast and data.model. regime_decode returns the path and probabilities of new data under a fitted model; regime_simulate returns a fan chart of the cumulative key feature, regime occupancy over time and the terminal distribution. regime_select_states returns every fit with a chart of the criterion and the chosen model.

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Example

Prompt
The agent searches for market regime, finds regime_gaussian_hmm, and passes the candles as a $fincept reference to market_get_candles at path candles, with features: ["close"] and transform: "log_return".