S&P 500 risk regime: a daily binary classification of whether the US equity tape

S&P 500 risk regime: a daily binary classification of whether the US equity tape is in a risk-on or risk-off state. One row per trading day: date and risk_regime label. Deliberately minimal -- it is designed to be the overlay/kill-switch input to other strategies (e.g. only run momentum or premium-selling in the favorable regime), not a dataset you mine on its own.

Query the latest date for the current regime, or a range to backtest a regime-filtered strategy.

Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.

get/v1/sp500-risk-regime

Request

  • Base URL: https://api.alphanume.com
  • URL: https://api.alphanume.com/v1/sp500-risk-regime
  • Auth: one of:
    • API key in header X-API-Key
    • HTTP bearer

Query parameters

datestring

Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.

date_gtestring

Start of date range, inclusive (YYYY-MM-DD).

date_ltestring

End of date range, inclusive (YYYY-MM-DD).

date_gtstring

Start of date range, exclusive (YYYY-MM-DD).

date_ltstring

End of date range, exclusive (YYYY-MM-DD).

Response

Matching rows.

countinteger required
dataobject[] required

Changes

No recorded changes to this operation across all 1 revision of this API.