Intraday Regime-Aware Watchlist Monitor

A regime-aware monitoring and ranking system built to support personal intraday trading. The system ingests 1-minute bars from Alpaca market data for a focused universe of high-beta equities (TSLA, NVDA, PLTR, MU, HOOD, AMD) plus QQQ and SPY benchmarks, classifies the current session into bullish, bearish, or mixed regimes, and produces a scored watchlist ranking that adapts its factor weights to the prevailing market environment.

Market Regime Classification

The regime classifier scores QQQ and SPY independently across five intraday signal dimensions: price versus session VWAP, short-to-long moving average alignment, first-15m and first-30m directional persistence, intraday momentum (DTD + last-30m trend), and opening range breakout behavior. Each signal is scored on a [-1, +1] scale and weighted into a composite. The QQQ and SPY composites are averaged to produce a final regime label with a confidence score.

Watchlist Ranking Engine

Each watchlist symbol is scored across eight factors: excess return versus benchmarks, RSI strength, price relative to VWAP, moving average alignment, relative volume versus 5-day intraday average, golden/death cross events, trend quality (directional consistency and monotonicity across return windows), and opening range breakout direction. Factor weights shift by regime — bullish rewards strength leaders, bearish rewards weakness for short candidates, and mixed emphasizes breakout potential and volume conviction.

Feature Computation

The feature pipeline computes 5/10/20/60-period moving averages, 14-period Wilder RSI, session VWAP from OHLCV, 5m/15m/30m/DTD returns with excess versus QQQ and SPY, relative volume against a 5-day time-of-day average, and opening range breakout status based on the first 30 minutes of regular trading hours. All features are computed from 1-minute bars with proper timezone handling for ET market hours.