Case Studies
Selected stress events examined in detail. Full 16-episode results on the Performance page.
The Global Financial Crisis
The defining credit cascade — subprime, bank failures, 50%+ equity drawdowns. In backtested analysis, RegimeR detected the regime shift and would have preserved an average of 34.8 percentage points of value relative to 60/40.
The 2022 Rate Shock
Bonds and equities fell simultaneously for the first time since the 1970s. RegimeR outperformed 60/40 in every region but still lost money in the US.
The UK Gilt Crisis
The Truss/Kwarteng mini-budget triggered a 42% gilt collapse. In backtested validation, RegimeR's theory-first basket design independently set UK gilt allocation to zero in defensive regimes — a result discovered systematically, not chosen in advance.
Canada: The Oil-Exporter Problem
Energy dynamics work differently for commodity exporters. The system adapts to the polarity inversion. Validated at z=+4.61 (p=0.0001) with theory-first baskets across 292 months, including the 2014 oil rout.
Australia: Three Crises, Three Mechanisms
Each stress episode hit Australia through a different channel. The GFC amplified losses through commodity exports. COVID was cushioned by commodity recovery. The 2022 rate shock hit bonds and equities simultaneously. Region-specific classification adapted to each.
Japan: A Structural Limitation
25 years of zero interest rates created a structural limitation for defensive carry. Despite this, the regime signal is validated. Japan demonstrates transparent disclosure of known constraints alongside validated performance.