Track market regime.
Manage drawdown risk.
A market regime framework built for investors, traders, and leveraged workflows where drawdowns matter.
MARFIN compresses multiple market inputs into one after-close regime view, score, and exposure category.
No personal data required. Data is published after the trading day is closed.
Growth benchmark
Most investors do not fail because they chose bad assets.
They fail because they stay too exposed during deep drawdowns.
That problem gets worse with leverage, leveraged ETFs, and options-based workflows, where downside can compound faster than expected.
When drawdowns hurt more, discipline matters more.
Built from real use, not marketing theory
MARFIN began with a simple realization:
Profits feel good — but deep drawdowns hurt far more.
A drawdown is not only a number on a screen. It can reduce freedom, lock up capital, and force difficult decisions at the worst possible time.
When markets fall sharply, investors often face the same problem: sell after losses, stay trapped in uncertainty, or miss new opportunities while capital remains exposed.
What began as a private framework became years of research, testing, and real-world market iteration.
It was built to solve a real problem first — and only later became a public market-regime publication.
A financial market analytics indicator built to reduce noise
MARFIN is a public financial market analytics indicator that publishes impersonal model-based market regime and exposure-category information.
It combines multiple market-state inputs — including trend, volatility, options pricing, momentum, and macro conditions — into an internal regime view and score.
That view is translated into model states and exposure categories such as Growth, Hedge, Transition, and Cash. The goal is not to react to every short-term move or provide personal investment advice. The goal is to publish a consistent model view of market regime and risk posture.
No forecasting theatre. No promise to catch every move. Exposure categories are model classifications only and are not recommendations to buy, sell, or hold any specific security.
Independent research built on MARFIN
For users who want more than a public delayed view, MARFIN research explains how the framework can be studied through option surfaces, spread-shape behavior, and independent validation in the options market.
From regime-conditioned option surfaces to spread shape mispricing
A plain-English research note on how MARFIN states can be used to build regime-conditioned option surfaces, compare fair and market-expected volatility, and study mean-reverting spread-shape deviations.
How the options market validates the MARFIN regime framework
A walk-forward validation study showing that MARFIN states contain information reflected in implied volatility, skew behavior, and spread-shape normalization across independent options-market data.
Built for real-world market workflows
MARFIN can be used as a daily market framework across investing, trading, and risk-sensitive exposure — especially where drawdowns become more expensive and discipline matters more.
Stay aligned with regime instead of reacting after the damage is already done
Use MARFIN as a daily framework for exposure discipline through changing market conditions.
The goal is not to catch every short-term move. It is to avoid staying fully exposed for too long when the market regime becomes hostile.
For investors, the main risk is often not choosing the wrong asset. It is being forced into emotional decisions after capital has already been hit.
MARFIN helps translate changing regime conditions into a clearer model posture.
When preserving capital matters as much as participating in upside, exposure discipline matters more.
Questions about MARFIN
MARFIN is most useful when expectations are clear. These questions help explain what the framework is, what it is not, and how it should be understood before real-world use.
MARFIN is a public financial market analytics indicator that publishes impersonal model-based market regime, score, and exposure-category information after the trading day is closed.
It combines multiple market-state inputs into an internal regime view and score, then maps that view into model states such as Growth, Hedge, Transition, and Cash.
It is designed as a public risk-awareness and market-regime context layer, not as a promise to catch every short-term move or predict every market turn.