Macro regime history series

Full daily cross-asset Risk-On/Off regime series over a look-back window (≤ 1095d, default 365). Each row: the trading date, risk_score_raw and the smoothed risk_score_smoothed (UNSCALED, typically within about +-0.75; 70% of the day's raw plus 30% of the previous day's smoothed score; bucket edges in these units are +-0.167 and +-0.5), the regime bucket + a normalized label, the four factor sub-scores (growth, liquidity, risk_appetite, volatility), and is_transition. as_of is the latest row's compute timestamp.