The 34-Minute Regime Bot (HMM Bull/Bear/Sideways)
A 3-state Hidden Markov Model labels each day bull, bear or sideways. Bull: hold SPY. Bear: cash. Sideways: RSI(2) mean reversion.
Viral source: X post: 'How one person built a fully automated trading bot in 34 minutes' (detects bull/bear/sideways, switches strategies)
Reach: 450,974 impressions, 1,332 bookmarks (X API, read 2026-10-16)
How faithful is our rebuild? Approximation: the post does not publish exact rules. We use a walk-forward HMM (refit quarterly on the prior ~3 years only) and our own per-regime rules.
Rebuild it yourself: free prompt →
Forward paper run Simulated · no real money
Started 2026-10-16 with $10,000. Execution: built-in simulator. Just started: no forward trades have closed yet. Check back as new daily bars arrive.
0.0%total return
—CAGR
0.0%max drawdown
—Sharpe (rf = 0)
0closed trades
—win rate
$10,000ending equity from $10,000
Backtest Hypothetical · 2019-01-02 → 2026-10-16
+83.8%total return
+8.1%CAGR
-11.0%max drawdown
0.84Sharpe (rf = 0)
64closed trades
67.2%win rate
$18,384ending equity from $10,000
Same window, SPY buy & hold: +244.4% (max drawdown -33.7%).
Still open at end of backtest SPY bought 2026-10-15 @ 766.6331 (unrealized -0.4%) ·
Win rate only counts closed trades. Open losers don't show up in it.
Trade log Backtest · 64 closed trades
| Symbol | Entry | Entry price | Exit | Exit price | Qty | P&L | Return | Exit reason |
|---|---|---|---|---|---|---|---|---|
| SPY | 2026-09-11 | 763.207 | 2026-09-18 | 760.929 | 24.266413 | -$55 | -0.3% | signal |
| SPY | 2026-09-02 | 760.942 | 2026-09-04 | 769.713 | 24.061316 | $211 | +1.1% | signal |
| SPY | 2026-08-13 | 773.337 | 2026-08-28 | 769.463 | 23.794839 | -$92 | -0.5% | signal |
| SPY | 2026-07-21 | 744.814 | 2026-08-03 | 747.21 | 24.62686 | $59 | +0.3% | signal |
| SPY | 2026-06-08 | 739.983 | 2026-06-12 | 736.608 | 24.901192 | -$84 | -0.5% | signal |
| SPY | 2026-02-11 | 691.338 | 2026-05-06 | 724.128 | 25.446428 | $834 | +4.7% | signal |
| SPY | 2026-02-06 | 676.517 | 2026-02-10 | 689.219 | 25.524668 | $324 | +1.9% | signal |
| SPY | 2026-01-21 | 674.72 | 2026-01-27 | 688.456 | 25.082032 | $345 | +2.0% | signal |
| SPY | 2026-01-02 | 680.736 | 2026-01-06 | 682.257 | 24.804936 | $38 | +0.2% | signal |
| SPY | 2025-12-18 | 670.703 | 2025-12-22 | 678.3 | 24.89401 | $189 | +1.1% | signal |
| SPY | 2025-11-18 | 655.361 | 2025-11-25 | 661.163 | 25.253216 | $147 | +0.9% | signal |
| SPY | 2025-10-13 | 653.925 | 2025-10-21 | 663.941 | 24.926851 | $250 | +1.5% | signal |
| SPY | 2025-08-20 | 631.142 | 2025-08-25 | 635.087 | 25.666266 | $101 | +0.6% | signal |
| SPY | 2025-08-01 | 618.211 | 2025-08-11 | 628.598 | 25.770132 | $268 | +1.7% | signal |
| SPY | 2025-05-16 | 581.894 | 2025-06-11 | 594.034 | 26.818952 | $326 | +2.1% | signal |
| SPY | 2025-03-31 | 541.129 | 2025-04-03 | 535.948 | 29.118102 | -$151 | -1.0% | signal |
| SPY | 2025-02-06 | 594.612 | 2025-03-18 | 553.641 | 28.460044 | -$1,166 | -6.9% | signal |
| SPY | 2024-10-02 | 555.182 | 2025-01-07 | 585.617 | 28.897191 | $879 | +5.5% | signal |
| SPY | 2024-09-09 | 531.002 | 2024-09-12 | 540.561 | 29.678761 | $284 | +1.8% | signal |
| SPY | 2024-08-02 | 522.325 | 2024-08-09 | 516.017 | 30.540594 | -$193 | -1.2% | signal |
| SPY | 2024-07-22 | 539.143 | 2024-08-01 | 538.185 | 29.640575 | -$28 | -0.2% | signal |
| SPY | 2024-05-31 | 508.828 | 2024-06-05 | 515.29 | 31.012634 | $200 | +1.3% | signal |
| SPY | 2024-05-06 | 499.266 | 2024-05-08 | 500.232 | 31.545539 | $31 | +0.2% | signal |
| SPY | 2024-04-16 | 490.704 | 2024-04-24 | 491.786 | 32.025302 | $35 | +0.2% | signal |
| SPY | 2024-04-05 | 499.956 | 2024-04-10 | 498.504 | 31.524181 | -$46 | -0.3% | signal |
| SPY | 2024-02-27 | 490.889 | 2024-03-01 | 492.605 | 31.994566 | $55 | +0.3% | signal |
| SPY | 2023-11-27 | 438.685 | 2024-02-07 | 480.323 | 32.698352 | $1,362 | +9.5% | signal |
| SPY | 2023-04-13 | 391.968 | 2023-11-03 | 417.512 | 34.356506 | $878 | +6.5% | signal |
| SPY | 2023-03-09 | 381.469 | 2023-03-17 | 376.303 | 35.786733 | -$185 | -1.4% | signal |
| SPY | 2023-02-22 | 381.259 | 2023-03-06 | 386.15 | 35.352921 | $173 | +1.3% | signal |
| SPY | 2023-01-20 | 372.269 | 2023-01-23 | 378.209 | 35.638054 | $212 | +1.6% | signal |
| SPY | 2022-12-19 | 365.942 | 2022-12-22 | 365.176 | 36.330276 | -$28 | -0.2% | signal |
| SPY | 2022-12-07 | 373.266 | 2022-12-13 | 389.291 | 34.151302 | $547 | +4.3% | signal |
| SPY | 2022-11-04 | 358.124 | 2022-11-08 | 361.666 | 35.246619 | $125 | +1.0% | signal |
| SPY | 2022-10-12 | 340.237 | 2022-10-14 | 349.747 | 36.090809 | $343 | +2.8% | signal |
| SPY | 2022-09-22 | 357.725 | 2022-09-29 | 348.096 | 35.27596 | -$340 | -2.7% | signal |
| SPY | 2022-08-31 | 378.351 | 2022-09-08 | 373.683 | 33.769533 | -$158 | -1.2% | signal |
| SPY | 2022-08-23 | 390.622 | 2022-08-26 | 396.365 | 32.234819 | $185 | +1.5% | signal |
| SPY | 2022-07-14 | 353.452 | 2022-07-18 | 367.057 | 34.30422 | $467 | +3.9% | signal |
| SPY | 2022-06-13 | 357.809 | 2022-06-22 | 350.272 | 34.615574 | -$261 | -2.1% | signal |
| SPY | 2022-05-10 | 381.019 | 2022-05-16 | 376.395 | 32.906345 | -$152 | -1.2% | signal |
| SPY | 2022-04-25 | 399.087 | 2022-04-29 | 398.612 | 31.454006 | -$15 | -0.1% | signal |
| SPY | 2022-04-12 | 417.37 | 2022-04-20 | 420.567 | 29.847511 | $95 | +0.8% | signal |
| SPY | 2022-03-08 | 394.047 | 2022-03-16 | 403.288 | 30.889742 | $285 | +2.4% | signal |
| SPY | 2022-02-23 | 406.293 | 2022-02-28 | 405.296 | 30.032457 | -$30 | -0.3% | signal |
| SPY | 2021-12-13 | 439.99 | 2022-02-03 | 423.045 | 28.843204 | -$489 | -3.9% | signal |
| SPY | 2021-11-29 | 434.263 | 2021-12-08 | 438.157 | 28.963842 | $113 | +0.9% | signal |
| SPY | 2021-10-26 | 427.834 | 2021-11-03 | 431.239 | 29.166926 | $99 | +0.8% | signal |
| SPY | 2021-06-01 | 392.88 | 2021-10-15 | 415.768 | 30.0134 | $687 | +5.8% | signal |
| SPY | 2021-04-07 | 377.419 | 2021-05-17 | 385.819 | 30.562734 | $257 | +2.2% | signal |
| SPY | 2021-02-23 | 356.466 | 2021-02-25 | 361.433 | 31.91445 | $159 | +1.4% | signal |
| SPY | 2020-12-09 | 342.238 | 2021-02-03 | 354.055 | 32.131817 | $380 | +3.5% | signal |
| SPY | 2020-10-29 | 301.663 | 2020-11-04 | 314.222 | 34.996692 | $440 | +4.2% | signal |
| SPY | 2020-10-20 | 316.935 | 2020-10-26 | 315.392 | 33.473293 | -$52 | -0.5% | signal |
| SPY | 2020-09-21 | 300.547 | 2020-09-28 | 307.179 | 34.536469 | $229 | +2.2% | signal |
| SPY | 2020-08-05 | 304.651 | 2020-09-16 | 313.566 | 33.102553 | $295 | +2.9% | signal |
| SPY | 2020-02-04 | 298.451 | 2020-02-05 | 301.969 | 33.396581 | $118 | +1.2% | signal |
| SPY | 2020-01-28 | 295.712 | 2020-02-03 | 293.863 | 33.917979 | -$63 | -0.6% | signal |
| SPY | 2019-12-04 | 281.266 | 2019-12-09 | 284.367 | 35.271175 | $109 | +1.1% | signal |
| SPY | 2019-09-20 | 271.906 | 2019-11-05 | 278.172 | 35.663431 | $224 | +2.3% | signal |
| SPY | 2019-08-01 | 268.169 | 2019-08-06 | 257.377 | 37.676543 | -$407 | -4.0% | signal |
| SPY | 2019-06-27 | 262.501 | 2019-07-29 | 271.753 | 37.179543 | $344 | +3.5% | signal |
| SPY | 2019-04-23 | 260.665 | 2019-05-14 | 252.62 | 38.633778 | -$311 | -3.1% | signal |
| SPY | 2019-03-07 | 247.157 | 2019-03-12 | 248.899 | 40.460176 | $70 | +0.7% | signal |
Assumptions
- Start cash $10,000; long-only; no leverage; fractional shares.
- Signals on the daily close, fills at the next bar open; stops and targets checked against each day's low and high.
- Slippage (bps per fill): SPY 5, QQQ 5, GLD 5, BTC-USD 10, ETH-USD 10. Commission $0.
- Data: Yahoo Finance daily bars via yfinance (adjusted). As of 2026-10-17; computed 2026-10-16T23:36:21-07:00.