FX Regime Lab

About

What this is

A live research desk for G10 FX. Every call logged at the moment it is made. Every outcome public. The pipeline runs daily; outputs land in Supabase and surface here on the home desk, in the morning brief, and in the terminal for pair-level context. Nothing is backdated.

Validation

Each call is checked against realized next-day direction where the data allows. The full trail is in Performance, including rolling accuracy and row-level outcomes. If a row does not yet have a scored outcome, it stays blank until the window closes.

Who runs it

Shreyash Sakhare builds and operates the stack: data pulls, signal merge, regime persistence, and this site. Background: B.Tech Electrical Engineering (Pune), working toward discretionary macro with the numbers on the record, not slide decks. Target: NTU MFE (Singapore), 2028 intake.

Tone and layout follow a simple rule: calm shell for reading, dark terminal for dense monitoring. Type is Inter for prose, Fraunces italic for regime labels on cards, JetBrains Mono for figures and dates. Accent color is reserved for high-signal links and emphasis, not decorative gradients.

Disclaimer

Research use only. Not investment advice. Markets can gap, regimes flip, and models fail. Read the methodology in-repo and draw your own conclusions.