[Kpt-Ahab] Cross-Asset Regime Composite v3Cross-Asset Risk Regime Composite
The Cross-Asset Risk Regime Composite combines multiple macroeconomic and market-based inputs into one normalized regime score.
The default model uses four components:
* US money growth
* US dollar momentum
* 10-year US real-yield changes
* High-yield credit appetite
* Or choose your own asset
Each component is transformed and normalized against its own historical behavior. Extreme readings are capped before the selected direction and weight are applied. All valid component contributions are then combined into a smoothed composite score.
Positive readings indicate a comparatively supportive environment for risk assets, while negative readings indicate more restrictive cross-asset conditions.
Model Timeframe
The model is calculated on a separately selectable timeframe and uses completed model bars. This keeps the composite calculation and its signals independent of the current chart timeframe.
The chart timeframe must be equal to or lower than the selected Model Timeframe.
Signals
Two signal modes are available:
* **Threshold Cross:** Buy and sell signals are generated when the composite crosses the positive or negative Entry Level.
* **Fast/Slow Cross:** Signals are generated from composite EMA crosses while the composite is beyond the required Entry Level.
Entry, exit, and regime-filter levels operate independently:
* **Entry Level** controls Buy and Sell signals.
* **Exit Level** controls Close Long and Close Short signals.
* **Filter Level** defines the continuous positive or negative regime state.
Optional Buy and Sell markers can be displayed directly on the price chart while the composite remains in a separate oscillator pane.
Numeric Signal Output
```text
+2 = Close Short
-2 = Close Long
+1 = Buy
-1 = Sell
+3 = Long Filter
-3 = Short Filter
```
Entry and exit values are event signals. Filter values represent continuous regime states and remain active while the composite stays beyond the selected Filter Level.
Indicator
