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Step 11–12 — Scored regime model + router comparison

What: replace hard labels with scored state + confidence. Why: handle uncertainty near regime shifts.

Hard scored accuracy
29.04%
Confident-only accuracy
29.46%
Uncertain share
2.18%

Router comparison

ModeTradesTotal returnWin ratePFMax DD
235
84.41%
50.64%1.33-42.53%
182
79.17%
55.49%1.35-28.04%
170
96.91%
55.88%1.44-24.59%

Features used

ma50/200, dist200, ret24/168/720, drawdown180, vol24, rsi14, bollinger position