Understand the regime. Position before the transition.
Market Cycle Intelligence for Professional Investors
AXIOM REGIME is an independent market-cycle research framework designed to identify material shifts in equity market regimes through volatility, participation, insider behavior, institutional positioning and liquidity conditions.
A different view of market risk
Price often confirms a transition after underlying market conditions have already begun to change.
AXIOM REGIME focuses on the underlying structure of the market rather than relying exclusively on price action.
Volatility Regime
Changes in volatility structure can reveal shifts in institutional risk perception before they become obvious in equity prices.
Market Breadth
Index performance alone may hide deterioration beneath the surface. Breadth measures whether participation is expanding or contracting.
Insider Behavior
Insider activity provides an additional perspective on how corporate decision-makers are positioned relative to market conditions.
Institutional Positioning
Institutional flows and positioning can reveal changes in risk appetite, hedging behavior and capital allocation.
Liquidity & Macro Context
Liquidity conditions, funding dynamics, monetary policy and macro regimes shape the environment in which equity cycles develop.
More than two decades of market cycles
From signals to regime decisions
AXIOM REGIME is designed to support equity exposure decisions across a cycle — not short-term trading signals.