Datasets:

akashkumar5
/

EURUSD-15M-RegimeBench

date string	open_15m float64	low_15m float64	high_15m float64	close_15m float64	mean_15m float64	std_15m float64	upper_15m float64	lower_15m float64	atr_15m float64	hour_sin float64	hour_cos float64	is_london_session int64	is_ny_session int64	is_overlap int64	log_ret_1_15m float64	ema_slope_21_15m float64	price_vs_ema55_15m float64	realized_vol_20_15m float64	skew_ret_15m float64	vol_of_vol_15m float64	di_diff_15m float64	close_1h_causal float64	zscore_15m_vs_1h float64	atr_ratio_15m float64	atr_1h_prev float64	atr_15m_vs_1h float64	bb_width_15m float64	bb_width_z_15m float64	adx_14_15m float64	adx_slope_15m float64	di_diff_norm_15m float64	bb_atr_15m float64	kurt_ret_15m float64	state int64	regime int64
2018-01-02 06:45:00	1.20658	1.20593	1.20675	1.20593	1.206203	0.000473	1.206677	1.20573	0.00085	1	0	0	0	0	-0.000531	0.000061	0.002759	0.001895	0.132503	0.000268	17.525046	1.20685	0.759271	1.493553	0.000975	0.871891	0.004976	1.405655	45.931633	-0.901907	0.342068	5.852736	0.39337	2	3
2018-01-02 07:00:00	1.20594	1.2057	1.20641	1.20626	1.206123	0.000374	1.206498	1.205749	0.000824	0.965926	-0.258819	0	0	0	0.000274	0.000085	0.002925	0.001888	0.08382	0.00027	14.0854	1.20593	0.878987	1.435088	0.00085	0.968899	0.004613	1.080632	44.66564	-1.265993	0.282077	5.600634	0.550991	2	3
2018-01-02 07:15:00	1.20626	1.20568	1.20631	1.20614	1.206043	0.000326	1.206369	1.205717	0.000808	0.965926	-0.258819	0	0	0	-0.000099	0.000067	0.002724	0.001902	0.194261	0.000281	13.01915	1.20593	0.749964	1.396892	0.00085	0.950942	0.004219	0.748108	43.451901	-1.213739	0.276733	5.218708	0.724888	2	3
2018-01-02 07:30:00	1.20615	1.20613	1.20675	1.20646	1.206447	0.00031	1.206757	1.206136	0.000827	0.965926	-0.258819	0	0	0	0.000265	0.00009	0.002883	0.00187	0.163027	0.00029	16.580008	1.20593	0.883022	1.42739	0.00085	0.972915	0.003951	0.52236	42.789222	-0.662679	0.341744	4.776063	0.687455	2	3
2018-01-02 07:45:00	1.20646	1.20616	1.20689	1.20627	1.20644	0.000394	1.206834	1.206046	0.000822	0.965926	-0.258819	0	0	0	-0.000157	0.000064	0.002627	0.001888	0.19748	0.000297	16.767808	1.20593	0.715084	1.417348	0.00085	0.967273	0.003595	0.22944	42.314366	-0.474856	0.361412	4.371681	0.60884	2	3
2018-01-02 08:00:00	1.20628	1.20607	1.20656	1.20645	1.20636	0.000257	1.206617	1.206103	0.000792	0.866025	-0.5	1	0	0	0.000149	0.000075	0.002677	0.001874	0.158449	0.000302	15.0231	1.20627	0.767088	1.341521	0.000822	0.963315	0.003091	-0.1841	41.676349	-0.638018	0.333821	3.901973	0.658222	2	3
2018-01-02 08:15:00	1.20644	1.20563	1.20658	1.20605	1.206087	0.000476	1.206563	1.205611	0.000772	0.866025	-0.5	1	0	0	-0.000332	0.000032	0.002261	0.001855	0.183568	0.000306	9.26093	1.20627	0.433967	1.28496	0.000822	0.938805	0.00275	-0.461992	40.165328	-1.511021	0.205221	3.562257	0.484262	1	2
2018-01-02 08:30:00	1.20606	1.20605	1.20666	1.20656	1.206423	0.000327	1.20675	1.206096	0.00079	0.866025	-0.5	1	0	0	0.000423	0.000075	0.002589	0.00188	0.179037	0.000311	9.496002	1.20627	0.733862	1.281153	0.000822	0.961212	0.002453	-0.700211	38.867424	-1.297903	0.219947	3.10305	0.45024	1	2
2018-01-02 08:45:00	1.20657	1.20572	1.20662	1.20574	1.206027	0.000514	1.206541	1.205513	0.000775	0.866025	-0.5	1	0	0	-0.00068	-0.000006	0.001839	0.002022	0.074597	0.00032	5.417299	1.20627	0.029469	1.223567	0.000822	0.942063	0.002098	-0.978345	36.999531	-1.867893	0.127169	2.708509	0.30862	1	2
2018-01-02 09:00:00	1.20574	1.20461	1.20589	1.20489	1.20513	0.000673	1.205803	1.204457	0.000732	0.707107	-0.707107	1	0	0	-0.000705	-0.000083	0.001092	0.002118	-0.028616	0.000334	-5.56497	1.20574	-0.773287	1.143322	0.000775	0.944246	0.002127	-0.933545	35.187285	-1.812246	-0.116281	2.908339	0.360329	1	2
2018-01-02 09:15:00	1.2049	1.20439	1.20508	1.20472	1.20473	0.000345	1.205075	1.204385	0.000713	0.707107	-0.707107	1	0	0	-0.000141	-0.000091	0.000917	0.002121	-0.017277	0.000348	-7.268302	1.20574	-1.079175	1.102649	0.000775	0.920134	0.002237	-0.824809	33.78266	-1.404625	-0.155225	3.138574	0.333044	3	1
2018-01-02 09:30:00	1.20472	1.2044	1.20514	1.20467	1.204737	0.000374	1.205111	1.204362	0.000715	0.707107	-0.707107	1	0	0	-0.000042	-0.000087	0.000844	0.001983	-0.035425	0.000356	-6.198892	1.20574	-1.342276	1.090468	0.000775	0.92356	0.002521	-0.575045	32.372927	-1.409733	-0.140464	3.52293	0.505466	3	1
2018-01-02 09:45:00	1.20467	1.20353	1.20479	1.20388	1.204067	0.00065	1.204717	1.203416	0.000692	0.707107	-0.707107	1	0	0	-0.000656	-0.000151	0.000181	0.001773	-0.085569	0.000358	-13.307447	1.20574	-2.601263	1.039733	0.000775	0.89355	0.002972	-0.186018	32.08515	-0.287777	-0.283441	4.292601	0.492919	3	1
2018-01-02 10:00:00	1.20389	1.20344	1.20424	1.20388	1.203853	0.000401	1.204254	1.203453	0.000694	0.5	-0.866025	1	0	0	0	-0.000137	0.000175	0.001775	-0.061918	0.000361	-13.159752	1.20388	-2.410791	1.021347	0.000692	1.001832	0.003323	0.11759	31.911052	-0.174098	-0.296478	4.791725	0.499962	3	1
2018-01-02 10:15:00	1.20387	1.20302	1.20418	1.20323	1.203477	0.000618	1.204095	1.202859	0.000697	0.5	-0.866025	1	0	0	-0.00054	-0.000184	-0.000352	0.001806	-0.05338	0.000364	-15.482835	1.20388	-2.94082	1.00663	0.000692	1.00663	0.003777	0.508504	32.170384	0.259332	-0.355417	5.420053	0.280392	3	1
2018-01-02 10:30:00	1.20324	1.20262	1.20333	1.20313	1.203027	0.000366	1.203393	1.202661	0.000669	0.5	-0.866025	1	0	0	-0.000083	-0.000176	-0.00042	0.001563	-0.053399	0.000364	-18.028161	1.20388	-2.872944	0.983076	0.000692	0.966715	0.003908	0.615993	32.775504	0.60512	-0.406421	5.840264	0.280421	3	1
2018-01-02 10:45:00	1.20312	1.20311	1.2046	1.20446	1.204057	0.000823	1.204879	1.203234	0.000763	0.5	-0.866025	1	0	0	0.001105	-0.000039	0.000661	0.001902	0.162493	0.000369	-5.283055	1.20388	-1.440105	1.101969	0.000692	1.101969	0.003848	0.555072	31.198231	-1.577273	-0.106937	5.043993	0.570039	3	1
2018-01-02 11:00:00	1.20446	1.20436	1.20534	1.20528	1.204993	0.000549	1.205543	1.204444	0.000868	0.258819	-0.965926	1	0	0	0.000681	0.000039	0.001294	0.002031	0.135065	0.000376	1.212254	1.20446	-0.53753	1.252211	0.000763	1.137381	0.003765	0.475799	29.137913	-2.060318	0.023538	4.339743	0.330253	1	2
2018-01-02 11:15:00	1.20528	1.20464	1.20564	1.20468	1.204987	0.000566	1.205553	1.204421	0.000897	0.258819	-0.965926	1	0	0	-0.000498	-0.000019	0.000767	0.002072	0.172277	0.000385	3.549068	1.20446	-1.001788	1.293539	0.000763	1.175994	0.003679	0.394021	27.566121	-1.571793	0.071328	4.101307	0.177645	1	2
2018-01-02 11:30:00	1.20468	1.20446	1.20529	1.20521	1.204987	0.000458	1.205445	1.204529	0.000879	0.258819	-0.965926	1	0	0	0.00044	0.000031	0.001164	0.002132	0.15483	0.000395	1.8419	1.20446	-0.400258	1.265062	0.000763	1.152858	0.003542	0.267036	25.872018	-1.694103	0.038487	4.027808	0.101374	1	2
2018-01-02 11:45:00	1.20521	1.2047	1.20593	1.20492	1.205183	0.000656	1.205839	1.204527	0.000922	0.258819	-0.965926	1	0	0	-0.000241	0.000001	0.00089	0.002085	0.213333	0.000402	6.73257	1.20446	-0.584341	1.322583	0.000763	1.208157	0.003502	0.228026	25.020391	-0.851627	0.139492	3.799779	0.079073	1	2
2018-01-02 12:00:00	1.20492	1.20455	1.20503	1.20487	1.204817	0.000244	1.205061	1.204572	0.000879	0	-1	1	0	1	-0.000041	-0.000003	0.000818	0.00206	0.194925	0.000409	5.23833	1.20492	-0.572604	1.250429	0.000922	0.954148	0.003401	0.133669	24.01936	-1.001031	0.11006	3.867631	0.116312	1	2
2018-01-02 12:15:00	1.20486	1.20452	1.20537	1.20471	1.204867	0.000446	1.205313	1.204421	0.000875	0	-1	1	0	1	-0.000133	-0.000017	0.000661	0.002061	0.230316	0.000413	7.664276	1.20492	-0.679486	1.233151	0.000922	0.949547	0.003311	0.04899	23.466858	-0.552502	0.162843	3.78298	0.10634	1	2
2018-01-02 12:30:00	1.20471	1.20463	1.20509	1.20491	1.204877	0.000232	1.205108	1.204645	0.000853	0	-1	1	0	1	0.000166	0.000002	0.000798	0.002048	0.204498	0.000416	7.364732	1.20492	-0.407403	1.20242	0.000922	0.925899	0.003119	-0.129522	22.95382	-0.513038	0.162843	3.655467	0.0913	1	2
2018-01-02 12:45:00	1.20492	1.20413	1.205	1.20448	1.204537	0.000438	1.204974	1.204099	0.000819	0	-1	1	0	1	-0.000357	-0.000037	0.000425	0.002066	0.250719	0.00042	2.584074	1.20492	-0.846785	1.153754	0.000922	0.88844	0.002959	-0.278716	21.714395	-1.239425	0.056019	3.613955	0.015657	1	2
2018-01-02 13:00:00	1.20447	1.20433	1.20488	1.20439	1.204533	0.000302	1.204835	1.204232	0.000814	-0.258819	-0.965926	1	1	1	-0.000075	-0.000042	0.000337	0.002053	0.286617	0.000422	2.460555	1.20448	-0.884183	1.146234	0.000819	0.993998	0.002705	-0.516256	20.5635	-1.150895	0.056019	3.323018	0.032604	1	2
2018-01-02 13:15:00	1.2044	1.20436	1.20483	1.20481	1.204667	0.000266	1.204932	1.204401	0.000791	-0.258819	-0.965926	1	1	1	0.000349	0	0.000662	0.002079	0.285014	0.000424	2.356877	1.20448	-0.320083	1.11408	0.000819	0.966616	0.002514	-0.69089	19.494812	-1.068688	0.056019	3.176369	0.025868	1	2
2018-01-02 13:30:00	1.20481	1.20471	1.20499	1.20487	1.204857	0.00014	1.204997	1.204716	0.00078	-0.258819	-0.965926	1	1	1	0.00005	0.000006	0.000686	0.002025	0.324048	0.000424	3.798931	1.20448	-0.179295	1.095983	0.000819	0.95253	0.002073	-1.096614	18.741256	-0.753556	0.08945	2.657755	0.103258	1	2
2018-01-02 13:45:00	1.20486	1.20418	1.2049	1.20444	1.204507	0.000365	1.204871	1.204142	0.000738	-0.258819	-0.965926	1	1	1	-0.000357	-0.000034	0.000317	0.00195	0.323776	0.000424	-1.460188	1.20448	-0.636989	1.035014	0.000819	0.901067	0.001879	-1.257553	17.636526	-1.10473	-0.03275	2.546127	0.086445	1	2
2018-01-02 14:00:00	1.20446	1.20431	1.20488	1.20461	1.2046	0.000285	1.204885	1.204315	0.000735	-0.5	-0.866025	1	1	1	0.000141	-0.000015	0.000442	0.001839	0.305115	0.000419	-1.380242	1.20444	-0.352482	1.02931	0.000738	0.996341	0.001859	-1.250745	16.610706	-1.025821	-0.03275	2.52904	0.070031	1	2
2018-01-02 14:15:00	1.20461	1.20447	1.20488	1.20476	1.204703	0.000211	1.204914	1.204493	0.000723	-0.5	-0.866025	1	1	1	0.000125	-0	0.000546	0.001839	0.325193	0.000413	-1.324086	1.20444	-0.063688	1.010919	0.000738	0.980358	0.001862	-1.224275	15.658158	-0.952548	-0.03275	2.574063	0.1116	1	2
2018-01-02 14:30:00	1.20476	1.20472	1.20504	1.20503	1.20493	0.000182	1.205112	1.204748	0.000712	-0.5	-0.866025	1	1	1	0.000224	0.000024	0.000743	0.001851	0.281982	0.000404	0.373033	1.20444	0.459015	0.997465	0.000738	0.965516	0.001897	-1.169805	14.605111	-1.053047	0.009155	2.662745	0.075809	1	2
2018-01-02 14:45:00	1.20503	1.20498	1.20537	1.20533	1.205227	0.000215	1.205441	1.205012	0.000708	-0.5	-0.866025	1	1	1	0.000249	0.000049	0.000957	0.001729	0.275251	0.000385	3.87708	1.20444	1.183035	0.993074	0.000738	0.959479	0.001914	-1.133969	14.212414	-0.392697	0.091074	2.703784	0.060223	1	2
2018-01-02 15:00:00	1.20534	1.20523	1.20563	1.20539	1.205417	0.000201	1.205618	1.205215	0.000704	-0.707107	-0.707107	1	1	1	0.00005	0.00005	0.000971	0.001728	0.324514	0.000369	6.561903	1.20533	1.383691	0.987607	0.000708	0.994158	0.001913	-1.116578	14.273343	0.060929	0.150654	2.717803	0.21951	1	2
2018-01-02 15:15:00	1.20539	1.20517	1.20551	1.20545	1.205377	0.000181	1.205558	1.205195	0.000673	-0.707107	-0.707107	1	1	1	0.00005	0.000051	0.000984	0.001614	0.319543	0.000352	5.626129	1.20533	1.611702	0.945451	0.000708	0.951399	0.001643	-1.342753	14.198174	-0.075169	0.13221	2.440165	0.217125	1	2
2018-01-02 15:30:00	1.20544	1.20536	1.20575	1.20574	1.205617	0.000222	1.205839	1.205394	0.000667	-0.707107	-0.707107	1	1	1	0.000241	0.000073	0.001181	0.001609	0.26965	0.000334	8.174223	1.20533	2.351559	0.937347	0.000708	0.941965	0.001225	-1.686952	14.528737	0.330563	0.188261	1.837666	0.178975	2	3
2018-01-02 15:45:00	1.20574	1.20558	1.20606	1.20592	1.205853	0.000247	1.2061	1.205606	0.000669	-0.707107	-0.707107	1	1	1	0.000149	0.000083	0.001283	0.001246	0.298652	0.000323	11.387491	1.20533	2.970397	0.941957	0.000708	0.945314	0.001372	-1.515628	15.313687	0.784949	0.25518	2.049972	0.38203	2	3
2018-01-02 16:00:00	1.20592	1.20592	1.20653	1.20614	1.206197	0.000309	1.206506	1.205888	0.000689	-0.866025	-0.5	0	1	1	0.000182	0.000095	0.001413	0.001082	0.306889	0.000319	16.136253	1.20592	2.949948	0.970695	0.000669	1.029974	0.001595	-1.287247	16.673724	1.360038	0.343542	2.313948	0.403241	2	3
2018-01-02 16:15:00	1.20612	1.20563	1.20613	1.20563	1.205797	0.000289	1.206085	1.205508	0.000655	-0.866025	-0.5	0	1	1	-0.000423	0.00004	0.000954	0.001047	0.331508	0.000316	11.673395	1.20592	1.653029	0.922964	0.000669	0.97882	0.001627	-1.23652	17.235374	0.56165	0.245368	2.483516	0.294483	1	2
2018-01-02 16:30:00	1.20563	1.20545	1.20601	1.20589	1.205783	0.000295	1.206078	1.205488	0.000635	-0.866025	-0.5	0	1	1	0.000216	0.00006	0.001128	0.000982	0.350713	0.000318	8.719329	1.20592	1.924689	0.895299	0.000669	0.949465	0.001728	-1.127327	17.342655	0.107281	0.187373	2.719281	0.376929	1	2
2018-01-02 16:45:00	1.2059	1.20576	1.20605	1.20582	1.205877	0.000153	1.20603	1.205724	0.000633	-0.866025	-0.5	0	1	1	-0.000058	0.000048	0.001032	0.000948	0.36539	0.000321	8.903186	1.20592	1.63243	0.891755	0.000669	0.94569	0.001793	-1.053002	17.506248	0.163594	0.19633	2.833709	0.380606	1	2
2018-01-02 17:00:00	1.20574	1.20559	1.20583	1.20561	1.205677	0.000133	1.20581	1.205544	0.000593	-0.965926	-0.258819	0	1	0	-0.000174	0.000025	0.000827	0.000967	0.419557	0.000327	6.408586	1.20582	1.107727	0.836141	0.000633	0.936472	0.001807	-1.026375	17.247787	-0.258461	0.138878	3.049532	0.676309	1	2
2018-01-02 17:15:00	1.20561	1.2056	1.20568	1.20563	1.205637	0.00004	1.205677	1.205596	0.000557	-0.965926	-0.258819	0	1	0	0.000017	0.000024	0.000813	0.000953	0.303986	0.000341	6.337412	1.20582	1.019993	0.786464	0.000633	0.87974	0.001793	-1.025295	17.007788	-0.24	0.138878	3.221042	0.851938	1	2
2018-01-02 17:30:00	1.20563	1.20549	1.20572	1.20572	1.205643	0.000133	1.205776	1.205511	0.000526	-0.965926	-0.258819	0	1	0	0.000075	0.00003	0.000856	0.000945	0.25995	0.000356	4.536869	1.20582	1.064392	0.744571	0.000633	0.830445	0.001806	-1.00071	16.501962	-0.505826	0.099262	3.436767	0.868476	1	2
2018-01-02 17:45:00	1.20572	1.20561	1.20574	1.20573	1.205693	0.000072	1.205766	1.205621	0.000506	-0.965926	-0.258819	0	1	0	0.000008	0.000028	0.000834	0.000857	0.273919	0.000374	4.752016	1.20582	0.982231	0.718793	0.000633	0.799345	0.001724	-1.060246	16.075791	-0.426171	0.105356	3.409009	0.886827	1	2
2018-01-02 18:00:00	1.20573	1.20571	1.2062	1.20609	1.206	0.000257	1.206257	1.205743	0.000512	-1	-0	0	1	0	0.000299	0.000059	0.001092	0.000879	0.199852	0.000391	11.39264	1.20573	1.513448	0.730933	0.000506	1.011881	0.001642	-1.11886	16.597165	0.521374	0.23375	3.207971	1.102561	2	3
2018-01-02 18:15:00	1.2061	1.20609	1.20646	1.20641	1.20632	0.000201	1.206521	1.206119	0.000529	-1	-0	0	1	0	0.000265	0.000082	0.001309	0.000856	0.259432	0.000409	14.756207	1.20573	1.969667	0.758978	0.000506	1.045505	0.001715	-1.03946	17.521008	0.923843	0.29531	3.242997	1.277207	2	3
2018-01-02 18:30:00	1.20641	1.20635	1.20663	1.20648	1.206487	0.00014	1.206627	1.206347	0.00053	-1	-0	0	1	0	0.000058	0.000081	0.001318	0.000856	0.213401	0.000426	16.800719	1.20573	2.013157	0.761934	0.000506	1.047076	0.001778	-0.971136	18.648361	1.127353	0.33304	3.356938	1.390048	2	3
2018-01-02 18:45:00	1.20649	1.20613	1.20655	1.20614	1.206273	0.00024	1.206513	1.206034	0.000506	-1	-0	0	1	0	-0.000282	0.000043	0.000999	0.000821	0.263654	0.000442	12.162455	1.20573	1.393013	0.729803	0.000506	1.000525	0.001587	-1.127994	19.03403	0.385669	0.240477	3.135474	1.312358	1	2
2018-01-02 19:00:00	1.20615	1.20607	1.20638	1.20628	1.206243	0.000158	1.206402	1.206085	0.000488	-0.965926	0.258819	0	1	0	0.000116	0.000052	0.001075	0.000819	0.244177	0.000457	10.567818	1.20614	1.511782	0.704067	0.000506	0.963853	0.00142	-1.258643	19.215061	0.18103	0.215685	2.911105	1.283425	1	2
2018-01-02 19:15:00	1.20628	1.20502	1.20628	1.20521	1.205503	0.000679	1.206183	1.204824	0.000468	-0.965926	0.258819	0	1	0	-0.000887	-0.00005	0.000181	0.001238	0.032665	0.00046	-6.457527	1.20614	-0.357059	0.676044	0.000506	0.924644	0.001276	-1.364884	18.677821	-0.53724	-0.116937	2.72607	1.330849	1	2
2018-01-02 19:30:00	1.20522	1.20493	1.20583	1.20566	1.205473	0.000478	1.205951	1.204995	0.000492	-0.965926	0.258819	0	1	0	0.000373	-0.000005	0.000534	0.001271	0.030075	0.000461	-6.891123	1.20614	0.283618	0.712878	0.000506	0.972912	0.001146	-1.453865	18.334336	-0.343484	-0.13869	2.327561	1.257348	1	2
2018-01-02 19:45:00	1.20566	1.20556	1.20617	1.20592	1.205883	0.000307	1.20619	1.205577	0.000546	-0.965926	0.258819	0	1	0	0.000216	0.000019	0.000723	0.001265	-0.018951	0.000462	-1.754696	1.20614	0.638923	0.791902	0.000506	1.078417	0.001087	-1.478761	17.274496	-1.05984	-0.034966	1.991536	1.204171	1	2
2018-01-02 20:00:00	1.20592	1.20576	1.20633	1.20595	1.206013	0.00029	1.206304	1.205723	0.000562	-0.866025	0.5	0	1	0	0.000025	0.00002	0.000722	0.001265	0.013533	0.000462	0.519117	1.20592	0.636715	0.824556	0.000546	1.029338	0.001033	-1.498554	16.117061	-1.157435	0.010704	1.837969	1.296854	1	2
2018-01-02 20:15:00	1.20596	1.2055	1.206	1.2055	1.205667	0.000289	1.205955	1.205378	0.000539	-0.866025	0.5	0	1	0	-0.000373	-0.000022	0.000336	0.001322	0.030362	0.000462	-3.009223	1.20592	-0.415476	0.800066	0.000546	0.987222	0.001022	-1.480865	15.40691	-0.710151	-0.061749	1.896635	1.169914	1	2
2018-01-02 20:30:00	1.20551	1.20459	1.20569	1.20479	1.205023	0.000586	1.205609	1.204437	0.000514	-0.866025	0.5	0	1	0	-0.000589	-0.000085	-0.000244	0.001416	0.072066	0.000461	-13.95559	1.20592	-2.602823	0.76551	0.000546	0.941571	0.001287	-1.233526	16.173112	0.766202	-0.261337	2.50385	0.932963	3	1
2018-01-02 20:45:00	1.20479	1.20444	1.20543	1.2053	1.205057	0.000538	1.205595	1.204519	0.000537	-0.866025	0.5	0	1	0	0.000423	-0.000031	0.000172	0.001477	-0.007141	0.000459	-14.096059	1.20592	-2.053738	0.800203	0.000546	0.984243	0.001339	-1.172959	17.076571	0.90346	-0.288215	2.492336	0.843542	3	1
2018-01-02 21:00:00	1.2053	1.20475	1.2053	1.2049	1.204983	0.000284	1.205268	1.204699	0.00056	-0.707107	0.707107	0	0	0	-0.000332	-0.000064	-0.000154	0.001489	0.07211	0.000457	-13.170526	1.2053	-3.623349	0.834546	0.000537	1.042918	0.001458	-1.057817	17.915498	0.838927	-0.288215	2.602383	0.932481	3	1
2018-01-02 21:15:00	1.20489	1.2043	1.20502	1.20434	1.204553	0.000405	1.204958	1.204149	0.00054	-0.707107	0.707107	0	0	0	-0.000465	-0.000109	-0.000596	0.0015	0.122984	0.000452	-17.349867	1.2053	-5.794676	0.803663	0.000537	1.004323	0.001773	-0.779512	19.265839	1.350341	-0.368203	3.285556	1.040693	3	1
2018-01-02 21:30:00	1.20435	1.20425	1.2047	1.20436	1.204437	0.000235	1.204671	1.204202	0.00053	-0.707107	0.707107	0	0	0	0.000017	-0.000098	-0.000559	0.001477	0.162784	0.000445	-17.013294	1.2053	-5.656794	0.788817	0.000537	0.98577	0.001998	-0.580137	20.579604	1.313765	-0.376586	3.773705	1.361749	3	1
2018-01-02 21:45:00	1.20436	1.20421	1.20465	1.20423	1.204363	0.000248	1.204612	1.204115	0.00052	-0.707107	0.707107	0	0	0	-0.000108	-0.000101	-0.000643	0.001477	0.15787	0.000437	-16.587435	1.2053	-6.103383	0.775031	0.000537	0.968543	0.002217	-0.387684	21.849856	1.270252	-0.383631	4.261825	1.371614	3	1
2018-01-02 22:00:00	1.20424	1.20418	1.20453	1.2044	1.20437	0.000177	1.204547	1.204193	0.000506	-0.5	0.866025	0	0	0	0.000141	-0.000076	-0.000484	0.001486	0.126409	0.000432	-16.234564	1.20423	-3.291092	0.753718	0.00052	0.972501	0.002357	-0.266253	23.069201	1.219345	-0.389207	4.657269	1.335446	3	1
2018-01-02 22:15:00	1.20439	1.2043	1.20462	1.20452	1.20448	0.000164	1.204644	1.204316	0.000501	-0.5	0.866025	0	0	0	0.0001	-0.000058	-0.000371	0.001492	0.15098	0.000431	-14.391736	1.20423	-2.277544	0.746695	0.00052	0.96344	0.002446	-0.189033	23.919687	0.850485	-0.34976	4.878616	1.686648	3	1
2018-01-02 22:30:00	1.20453	1.20451	1.20472	1.2047	1.204643	0.000116	1.204759	1.204527	0.000495	-0.5	0.866025	0	0	0	0.000149	-0.000037	-0.000214	0.0015	0.124332	0.000429	-12.623047	1.20423	-1.5549	0.738046	0.00052	0.95228	0.002482	-0.157236	24.392607	0.472921	-0.305406	5.010061	1.65018	3	1
2018-01-02 22:45:00	1.2047	1.20464	1.20478	1.20467	1.204697	0.000074	1.20477	1.204623	0.000479	-0.5	0.866025	0	0	0	-0.000025	-0.000036	-0.00023	0.001499	0.136578	0.000427	-11.509747	1.20423	-1.351794	0.714056	0.00052	0.921325	0.00251	-0.132783	24.63788	0.245272	-0.278264	5.23666	2.01909	3	1
2018-01-02 23:00:00	1.20467	1.20465	1.2049	1.20487	1.204807	0.000137	1.204943	1.20467	0.000464	-0.258819	0.965926	0	0	0	0.000166	-0.000015	-0.000062	0.001474	0.091833	0.000427	-9.298613	1.20467	-0.931007	0.690715	0.000479	0.967312	0.002451	-0.18241	24.474278	-0.163602	-0.223475	5.286573	1.997713	3	1
2018-01-02 23:15:00	1.20487	1.20487	1.20504	1.20502	1.204977	0.000093	1.20507	1.204884	0.000458	-0.258819	0.965926	0	0	0	0.000124	0	0.00006	0.00145	-0.695376	0.000423	-6.870878	1.20467	-0.612486	0.682872	0.000479	0.956329	0.002284	-0.323518	23.875785	-0.598493	-0.160954	4.982063	0.901609	1	2
2018-01-02 23:30:00	1.20502	1.205	1.2054	1.20518	1.205193	0.0002	1.205394	1.204993	0.000464	-0.258819	0.965926	0	0	0	0.000133	0.000015	0.000186	0.001458	-0.991735	0.000415	-0.777798	1.20467	-0.294961	0.690486	0.000479	0.966991	0.002053	-0.517111	22.292035	-1.583749	-0.017033	4.428344	0.951509	1	2
2018-01-02 23:45:00	1.20519	1.20504	1.20519	1.20509	1.205107	0.000076	1.205183	1.20503	0.000444	-0.258819	0.965926	0	0	0	-0.000075	0.000005	0.000108	0.00144	-1.061616	0.000406	-0.75853	1.20467	-0.353091	0.66138	0.000479	0.926231	0.001893	-0.646876	20.821411	-1.470624	-0.017033	4.264066	1.41332	1	2
2018-01-03 00:00:00	1.20508	1.20492	1.20516	1.20504	1.20504	0.00012	1.20516	1.20492	0.000421	0	1	0	0	0	-0.000041	0	0.000064	0.00143	-1.133436	0.000395	-2.774335	1.20509	-0.389219	0.626906	0.000444	0.947876	0.001644	-0.851887	19.776929	-1.044482	-0.061987	3.90537	1.585521	1	2
2018-01-03 00:15:00	1.20505	1.20504	1.20552	1.20551	1.205357	0.000274	1.205631	1.205082	0.000434	0	1	0	0	0	0.00039	0.000043	0.000438	0.001208	-1.154267	0.000386	3.527554	1.20509	0.342601	0.645965	0.000444	0.976692	0.00168	-0.810572	18.898038	-0.878892	0.074724	3.874947	1.658578	1	2
2018-01-03 00:30:00	1.2055	1.2054	1.20592	1.20584	1.20572	0.00028	1.206	1.20544	0.000466	0	1	0	0	0	0.000274	0.000069	0.000686	0.001182	-1.175561	0.000376	9.866574	1.20509	0.87751	0.693453	0.000444	1.048493	0.001724	-0.766878	18.964089	0.066052	0.198228	3.703168	1.619077	1	2
2018-01-03 00:45:00	1.20584	1.2056	1.20586	1.20582	1.20576	0.00014	1.2059	1.20562	0.000465	0	1	0	0	0	-0.000017	0.000061	0.000646	0.001163	-1.209846	0.000366	9.428112	1.20509	0.896631	0.692863	0.000444	1.047601	0.001696	-0.786573	19.025423	0.061334	0.198228	3.646355	1.720798	1	2
2018-01-03 01:00:00	1.20583	1.20572	1.20598	1.20583	1.205843	0.000131	1.205974	1.205713	0.000459	0.258819	0.965926	0	0	0	0.000008	0.000056	0.000631	0.001162	-1.188055	0.000355	11.105442	1.20582	0.954055	0.683803	0.000465	0.986924	0.001661	-0.811564	19.336535	0.311112	0.23381	3.618194	1.719426	1	2
2018-01-03 01:15:00	1.20583	1.2054	1.20586	1.20558	1.205613	0.000232	1.205845	1.205382	0.000436	0.258819	0.965926	0	0	0	-0.000207	0.000029	0.000408	0.00112	-1.22358	0.000343	4.647481	1.20582	0.603936	0.649855	0.000465	0.937928	0.001675	-0.796285	18.629195	-0.707341	0.094338	3.840047	1.960645	1	2
2018-01-03 01:30:00	1.20558	1.20557	1.20605	1.20599	1.20587	0.000262	1.206132	1.205608	0.000452	0.258819	0.965926	0	0	0	0.00034	0.000063	0.000721	0.000987	-1.234765	0.000332	7.530907	1.20582	1.308712	0.672595	0.000465	0.970747	0.001812	-0.677575	18.40845	-0.220745	0.155388	4.012739	1.902468	1	2
2018-01-03 01:45:00	1.206	1.2044	1.20606	1.20449	1.204983	0.000934	1.205917	1.20405	0.000454	0.258819	0.965926	0	0	0	-0.001245	-0.000079	-0.000505	0.00154	-1.7986	0.000316	-10.811236	1.20582	-1.140906	0.676686	0.000465	0.976652	0.001847	-0.644828	18.533168	0.124718	-0.201545	4.06606	4.366703	3	1
2018-01-03 02:00:00	1.20449	1.20364	1.2049	1.20401	1.204183	0.000648	1.204831	1.203536	0.000458	0.5	0.866025	0	0	0	-0.000399	-0.000115	-0.000871	0.001554	-1.672763	0.000302	-18.792018	1.20449	-1.864304	0.681549	0.000454	1.007187	0.001986	-0.526899	19.662472	1.129304	-0.343434	4.340137	3.778987	3	1
2018-01-03 02:15:00	1.20402	1.20366	1.20438	1.20423	1.20409	0.00038	1.20447	1.20371	0.000478	0.5	0.866025	0	0	0	0.000183	-0.000085	-0.000664	0.001503	-1.789603	0.000289	-17.096013	1.20449	-1.421413	0.7116	0.000454	1.051596	0.002007	-0.508451	20.711112	1.04864	-0.343434	4.200516	4.243236	3	1
2018-01-03 02:30:00	1.20423	1.20355	1.20438	1.20376	1.203897	0.000432	1.204328	1.203465	0.000495	0.5	0.866025	0	0	0	-0.00039	-0.00012	-0.001016	0.001549	-1.66116	0.000281	-16.708815	1.20449	-2.203351	0.737377	0.000454	1.089688	0.002149	-0.384957	21.82069	1.109578	-0.362452	4.341116	3.693008	3	1
2018-01-03 02:45:00	1.20376	1.20346	1.20397	1.20392	1.203783	0.000281	1.204064	1.203502	0.00049	0.5	0.866025	0	0	0	0.000133	-0.000094	-0.000852	0.001554	-1.661296	0.000273	-16.767459	1.20449	-1.90052	0.729393	0.000454	1.07789	0.002216	-0.324502	22.964346	1.143655	-0.378319	4.525543	3.690527	3	1
2018-01-03 03:00:00	1.20392	1.20312	1.20398	1.20325	1.20345	0.000464	1.203914	1.202986	0.000492	0.707107	0.707107	0	0	0	-0.000557	-0.000147	-0.001358	0.001632	-1.511697	0.000266	-19.088285	1.20392	-2.882366	0.73262	0.00049	1.004423	0.002503	-0.078058	24.434581	1.470235	-0.435476	5.089934	2.959436	3	1
2018-01-03 03:15:00	1.20325	1.20322	1.20377	1.20376	1.203583	0.000315	1.203898	1.203269	0.000503	0.707107	0.707107	0	0	0	0.000424	-0.000087	-0.000901	0.00169	-1.451495	0.000264	-17.836076	1.20392	-1.800703	0.749447	0.00049	1.027494	0.002619	0.02237	25.799799	1.365218	-0.435476	5.205591	2.808983	3	1
2018-01-03 03:30:00	1.20376	1.20374	1.20417	1.20406	1.20399	0.000223	1.204213	1.203767	0.000535	0.707107	0.707107	0	0	0	0.000249	-0.000052	-0.000629	0.001704	-1.450117	0.000264	-12.033454	1.20392	-1.158311	0.799556	0.00049	1.092677	0.002677	0.074403	25.924622	0.124823	-0.275473	5.002734	2.744264	3	1
2018-01-03 03:45:00	1.20407	1.20372	1.20429	1.20426	1.20409	0.000321	1.204411	1.203769	0.000536	0.707107	0.707107	0	0	0	0.000166	-0.000029	-0.000446	0.001714	-1.456521	0.000267	-9.73311	1.20392	-0.719066	0.802581	0.00049	1.094857	0.002704	0.101175	25.723851	-0.200771	-0.231138	5.043113	2.726155	3	1
2018-01-03 04:00:00	1.20426	1.20345	1.20435	1.2039	1.2039	0.00045	1.20435	1.20345	0.000543	0.866025	0.5	0	0	0	-0.000299	-0.000059	-0.000718	0.001724	-1.376689	0.00027	-11.875797	1.20426	-1.306971	0.821332	0.000536	1.012507	0.002775	0.167852	25.964042	0.240191	-0.290865	5.112695	2.521746	3	1
2018-01-03 04:15:00	1.20391	1.20359	1.20399	1.20375	1.203777	0.000201	1.203978	1.203575	0.000543	0.866025	0.5	0	0	0	-0.000125	-0.000067	-0.000813	0.001718	-1.338873	0.000276	-11.303794	1.20426	-1.555024	0.841035	0.000536	1.01213	0.002853	0.241243	26.187076	0.223034	-0.290865	5.257115	2.475205	3	1
2018-01-03 04:30:00	1.20376	1.20347	1.20405	1.20394	1.20382	0.000308	1.204128	1.203512	0.000537	0.866025	0.5	0	0	0	0.000158	-0.000044	-0.000632	0.001721	-1.339725	0.00028	-11.960344	1.20426	-1.249861	0.84643	0.000536	1.001121	0.00287	0.267242	26.58919	0.402114	-0.318167	5.347469	2.485867	3	1
2018-01-03 04:45:00	1.20395	1.20362	1.20435	1.20382	1.20393	0.000377	1.204307	1.203553	0.000561	0.866025	0.5	0	0	0	-0.0001	-0.000051	-0.000705	0.001721	-1.422368	0.000283	-7.365516	1.20426	-1.449649	0.915959	0.000536	1.046856	0.002898	0.311196	26.078297	-0.510894	-0.194367	5.163759	2.874877	3	1
2018-01-03 05:00:00	1.20382	1.20351	1.20407	1.20367	1.20375	0.000288	1.204038	1.203462	0.000553	0.965926	0.258819	0	0	0	-0.000125	-0.00006	-0.0008	0.001722	-1.388716	0.000284	-8.185257	1.20382	-1.571902	0.958537	0.000561	0.985842	0.002937	0.371012	25.809674	-0.268622	-0.223176	5.307829	2.863402	3	1
2018-01-03 05:15:00	1.20367	1.20294	1.2037	1.2031	1.203247	0.000401	1.203647	1.202846	0.000527	0.965926	0.258819	0	0	0	-0.000474	-0.000106	-0.001228	0.001704	-1.288399	0.000283	-14.125668	1.20382	-2.328115	0.939119	0.000561	0.939606	0.002984	0.445652	26.483307	0.673633	-0.352405	5.658335	2.385245	3	1
2018-01-03 05:30:00	1.20309	1.20152	1.20312	1.2017	1.202113	0.000876	1.20299	1.201237	0.000503	0.965926	0.258819	0	0	0	-0.001164	-0.000224	-0.002305	0.001948	-1.370665	0.000289	-26.644536	1.20382	-4.266463	0.896178	0.000561	0.895399	0.003329	0.816672	28.53624	2.052933	-0.552244	6.62343	2.122991	3	1
2018-01-03 05:45:00	1.2017	1.20161	1.20237	1.20178	1.20192	0.000399	1.202319	1.201521	0.000527	0.965926	0.258819	0	0	0	0.000067	-0.000196	-0.002159	0.001956	-1.375133	0.000293	-24.538745	1.20382	-3.994335	0.944233	0.000561	0.93962	0.003487	1.03494	30.442535	1.906295	-0.552244	6.611783	2.122669	3	1
2018-01-03 06:00:00	1.20177	1.2011	1.2019	1.20157	1.201523	0.000402	1.201925	1.201121	0.00051	1	0	0	0	0	-0.000175	-0.000197	-0.00225	0.001948	-1.337339	0.000296	-27.762894	1.20178	-3.237203	0.919616	0.000527	0.967851	0.003576	1.202596	32.576938	2.134402	-0.603242	7.006801	2.056121	3	1
2018-01-03 06:15:00	1.20157	1.20108	1.20175	1.20157	1.201467	0.000347	1.201813	1.20112	0.00052	1	0	0	0	0	0	-0.00018	-0.00217	0.001955	-1.336359	0.000294	-26.052218	1.20178	-2.67451	0.946899	0.000527	0.986759	0.003609	1.319066	34.572449	1.995512	-0.605141	6.934987	2.055399	3	1
2018-01-03 06:30:00	1.20158	1.20112	1.20161	1.20154	1.201423	0.000265	1.201688	1.201158	0.000521	1	0	0	0	0	-0.000025	-0.000166	-0.002116	0.001892	-1.343718	0.00029	-24.708651	1.20178	-2.335208	0.957268	0.000527	0.988062	0.003363	1.121841	36.425424	1.852975	-0.605141	6.453721	2.144168	3	1
2018-01-03 06:45:00	1.20154	1.20128	1.20179	1.2015	1.201523	0.000256	1.201779	1.201268	0.000532	1	0	0	0	0	-0.000033	-0.000154	-0.002073	0.001551	-1.346003	0.000277	-21.42967	1.20178	-2.10242	0.979679	0.000527	1.008235	0.003476	1.323962	37.60042	1.174996	-0.528754	6.538257	2.221196	3	1
2018-01-03 07:00:00	1.20152	1.20109	1.20209	1.20192	1.2017	0.000535	1.202235	1.201165	0.000552	0.965926	-0.258819	0	0	0	0.00035	-0.000102	-0.001663	0.001589	-1.31316	0.000262	-16.108984	1.2015	-1.550015	1.016306	0.000532	1.037387	0.003522	1.433626	37.832169	0.231749	-0.408449	6.385316	2.088207	3	1
2018-01-03 07:15:00	1.20191	1.20176	1.20212	1.20209	1.20199	0.0002	1.20219	1.20179	0.000586	0.965926	-0.258819	0	0	0	0.000141	-0.000078	-0.001467	0.001583	-1.376491	0.000245	-15.166433	1.2015	-1.254213	1.079271	0.000532	1.101658	0.003467	1.400236	37.962822	0.130652	-0.396613	5.918833	2.220455	3	1
2018-01-03 07:30:00	1.2021	1.20196	1.20232	1.20219	1.202157	0.000182	1.202339	1.201974	0.000584	0.965926	-0.258819	0	0	0	0.000083	-0.000061	-0.001335	0.00156	-1.375495	0.000224	-12.346556	1.2015	-1.041317	1.075882	0.000532	1.098198	0.003449	1.400299	37.516514	-0.446308	-0.317145	5.907237	2.226896	3	1

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EURUSD-15M-RegimeBench

A labeled EUR/USD 15-minute market regime dataset designed for quantitative finance, machine learning, algorithmic trading, and time-series research.

The dataset contains 35 engineered features spanning trend, volatility, directional movement, session behavior, and multi-timeframe market structure. Each observation is annotated with market state and regime labels, enabling supervised learning experiments for market classification and forecasting.

Dataset Summary

Property	Value
Asset	EUR/USD
Timeframe	15 Minutes
Training Period	2018-01-02 → 2024-12-31
Validation Period	2025-01-02 → 2025-06-01
Training Samples	168,368
Validation Samples	10,095
Total Samples	178,463
Features	35
Labels	state, regime

Files

train.csv

Training dataset containing all engineered features and labels.

validation.csv

Chronologically separated out-of-sample validation dataset.

regime_summary.csv

Regime-level descriptive statistics including sample counts, means, standard deviations, and percentile distributions.

Feature Groups

Price Features

open_15m
high_15m
low_15m
close_15m

Trend Features

ema_slope_21_15m
price_vs_ema55_15m

Volatility Features

atr_15m
atr_ratio_15m
atr_1h_prev
atr_15m_vs_1h
realized_vol_20_15m
vol_of_vol_15m
vol_surge_15m

Bollinger Band Features

mean_15m
std_15m
upper_15m
lower_15m
bb_width_15m
bb_width_z_15m
bb_atr_15m

Directional Movement Features

adx_14_15m
adx_slope_15m
di_diff_15m
di_diff_norm_15m

Return Distribution Features

log_ret_1_15m
skew_ret_15m
kurt_ret_15m

Session Features

hour_sin
hour_cos
is_london_session
is_ny_session
is_overlap

Multi-Timeframe Features

close_1h_causal
zscore_15m_vs_1h

Labels

State Label

Value	Description
0	Bearish
1	Neutral
2	Bullish

Regime Label

Value	Description
0	Strong Bear
1	Bear
2	Neutral
3	Bull
4	Strong Bull

Regime Distribution

Regime	Samples
0	3,273
1	42,523
2	74,578
3	45,856
4	3,416

Extreme market conditions occur less frequently than neutral and moderate-trend regimes, reflecting typical FX market behavior.

Labeling Methodology

Labels were generated using a rule-based framework combining:

Trend direction
Trend strength (ADX)
EMA slope
Directional movement indicators
Relative volatility conditions
Price positioning versus longer-term trend

State labels capture short-term directional bias, while regime labels describe broader market conditions.

All labels were generated using information available at the current timestamp only.

Data Preparation

Feature engineering included:

Rolling volatility measures
Bollinger Band statistics
Trend and momentum indicators
Session-aware features
Multi-timeframe alignment features

Rows containing NaN values introduced during indicator initialization and timeframe alignment were removed before release.

Leakage Prevention

To support realistic model evaluation:

Features were computed using historical information only.
Multi-timeframe features were generated using causal alignment.
No future observations were used during feature construction.
Validation data occurs strictly after the training period.
Chronological splitting prevents look-ahead bias.

Example Usage

import pandas as pd

train = pd.read_csv("train.csv")
validation = pd.read_csv("validation.csv")

X_train = train.drop(columns=["state", "regime"])
y_train = train["regime"]

print(train.shape)
print(validation.shape)

Potential Applications

Market Regime Classification
Market State Prediction
Quantitative Finance Research
Financial Machine Learning
Time-Series Classification
Forecasting Experiments
Reinforcement Learning
Feature Engineering Studies

Limitations

Single currency pair (EUR/USD)
Single timeframe (15-minute candles)
Labels are specific to the provided rule-based framework
Models may require retraining for other instruments or timeframes

Disclaimer

This dataset is provided for research and educational purposes only.

Nothing in this repository constitutes financial advice, investment advice, or trading recommendations.

Citation

If you use this dataset in research, publications, or projects, please cite:

Akash Kumar. EURUSD-15M-RegimeBench. Hugging Face Dataset, 2026.

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