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1 study

Analytical notes and tools built on Market Runners data. Each study pairs our market pipeline with statistical analysis — the full methodology sits behind every write-up.

Macro market clusters — a statistical study of market regimes

2026-04-16

Identifies 10 macroeconomic regimes from 22 years of monthly data via hierarchical Ward clustering on a PCA-trimmed 10-feature panel. Validated with bootstrap stability, feature perturbation, NBER alignment, and Markov transition analysis.

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