Business Analytik Ex-ante Cross-Asset Regime Classifier
The market's shape, before the day reveals it.
A pre-computed, calendar-robust classifier for the structure between asset classes — with the strongest effect at the interface of crypto and traditional markets. Pre-registered, reproducible — and testable in your own universe.
The index
It measures the market's shape, not its direction.
We pre-compute an activity value (0–100). It classifies each coming trading day by the structure between asset classes — days on which that structure differs from the norm are marked in advance. This shows most clearly in the divergence between crypto and the traditional asset classes. The signal is directionless and same-day.
Macro waves
When markets get moving.
Alongside the daily index, we calculate macro waves: time windows that can last for several months and are fixed in advance. During these windows, speculators build up positions; after they end, the structure of the markets reorganises.
Positioning
In 14 of 17 US futures markets, speculators build up net long positions during the waves, regardless of the price trend (CFTC, 2019–2026).
Reorganisation after a wave ends
In the two weeks after a wave ends, the structure of 28 assets reorganises 16–22% faster than on average (topological data analysis, 2017–2026).
Sealed in advance
The start and end of future waves are sealed before they begin and disclosed once they have ended.
The discipline
Why our numbers hold up.
Most backtests are overfitted. We work differently — on purpose.
Pre-registration
Each monthly value is fixed before the month begins, with a timestamp and SHA-256 hash. Retroactive adjustment is ruled out — and provable.
Calendar control is mandatory
Without controlling for weekday and month, you only measure the calendar. Our tests residualise throughout and check against calendar-matched placebos.
We refute our own findings
More candidates failed under these controls than survived — and we report that openly, in both directions.
What remains, we treat as in-sample.
Who it's for
Three uses, honestly separated.
Clearly distinguished by what is proven today and what is still being validated — find your role here.
Structure conditioning
Adjust risk and correlation assumptions ex ante on the pre-marked days — the days on which the index signals a changed cross-asset structure. No trade, a pure risk view.
Defensive execution veto
Rebalancing timing: suspend counter-cyclical buying on divergence days. Long-only, no derivatives, no leverage.
Active regime switch
The relationship between the index and market behaviour shifts over time. How a tradable logic can be derived from it is something we are currently testing out-of-sample.
Transparency & verifiability
You don't have to take our word for it.
We deliver the data and a self-contained reproduction script — you re-run our findings in your own asset universe. The integrity of the forward data is documented via SHA-256 in a public ledger. The index algorithm stays proprietary; what is tested is the number series.
How to test it
A low-barrier entry.
Check the concept before you decide anything.
Starter
Sample data and reproduction script. Free of charge — to check the concept in your universe.
History
Archived monthly channel for backtesting across several years, document-backed ex ante.
Forward access
Monthly, pre-registered channel — the ongoing, verifiable track record.
About us
Business Analytik UG
Independent quantitative research on the structure of global markets, with a focus on methodological integrity and reproducibility.
Run the numbers yourself.
Request the data and methodology package — including the reproduction script for your own universe.
Imprint
Information pursuant to § 5 DDG (German Digital Services Act)
Business Analytik UG (haftungsbeschränkt)
Ziegelweg 6
74626 Bretzfeld
Germany
Represented by the managing director:
Andreas Henneberg
E-mail: info@business-analytik.com
Register court: Amtsgericht Stuttgart (Stuttgart Local Court)
Registration number: HRB 762176
VAT ID (§ 27a UStG): DE314816723
Responsible for content pursuant to § 18 (2) MStV:
Andreas Henneberg, address as above
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