Q1. What does this system actually predict?

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This system does not predict price levels.

It identifies time windows when the market enters a confirmed top or bottom state.

Signals indicate state transitions, not exact highs or lows, and not intraday turning points.

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Q2. Are these signals buy or sell recommendations?

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No.

The signals are state markers, not trading instructions.

How a signal is interpreted or used is entirely up to the reader.

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Q3. Why do you mark bottoms more frequently than tops?

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This is intentional.

In strong upward regimes, shallow pullbacks are considered structural noise, not tops.
The system prioritizes bottom identification during uptrends and applies stricter conditions for top confirmation.

As a result:

• Bottom signals appear more frequently

• Top signals are fewer and more selective

This asymmetry reflects market structure, not bias.

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Q4. Does the system capture every market top?

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No.

Not every top meets the system’s confirmation criteria.

Extended distribution phases, sideways consolidations, or regime transitions may not produce a top signal, even if prices later decline.

The absence of a signal is itself a signal.

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Q5. When are signals generated and released?

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Signals are determined using complete end-of-day data.

They are confirmed after market close and before the next trading session opens.

There is no fixed clock time, as confirmation requires cross-data validation.

Once released, signals are final and not revised.

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Q6. Are signals ever backfilled or adjusted retroactively?

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No.

Signals are not backfilled, modified, or re-labeled after publication.

Historical charts are presented as original records, not reconstructed examples.

Q7. Why do some dates show no signals at all?

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Because no confirmed state transition occurred.

The system is designed to remain silent during:

• Range-bound noise

• Minor pullbacks

• Inconclusive structural conditions

Silence is a valid output.

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Q8. What is the role of the Signal Filter shown in some charts?

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The Signal Filter suppresses short-term noise and overlapping conditions.

Its purpose is not to increase signal count, but to reduce false state transitions.

Only high-conviction time windows are preserved.

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Q9. Why are charts shown as yearly or multi-year blocks?

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Because the system is time-based, not trade-based.

Multi-year views allow readers to assess:

• Signal frequency

• Regime behavior

• Structural consistency

The charts are meant to be observed, not optimized.

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Q10. Are accuracy percentages provided?

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No.

Performance statistics are intentionally not highlighted.

Readers are encouraged to examine historical charts directly and draw their own conclusions.

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Q11. Who is this system designed for?

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This system is designed for readers who:

• Think in regimes, not ticks

• Manage risk structurally

• Understand that timing ≠ prediction

It is not designed for intraday trading or signal chasing.

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Q12. What is Equity Regime?

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Equity Regime is a framework focused on:

• Market structure

• Risk states

• Time-based transitions

This timing system is one component within the broader Equity Regime methodology.

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Q13. Is this page meant to convince or educate?

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Neither.

It is a historical archive and methodological reference.

Interpretation is left to the reader.

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Closing Statement

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Defined by time.
Verified by structure.

An Equity Regime system.