v1.0 · Tier 1-4 (orchestrator)Live Regime + class-conditional factor weights.
The same factor (e.g. F05_mom3m) carries different signal value in different regimes and asset classes. Risk-on rewards momentum; risk-off rewards quality. Crypto rewards funding-rate signals; equities reward insider buying. v76 LS6 implements the conditional weighting so the orchestrator's composite score adapts to context.
| Inputs | Weight modulation |
|---|---|
| regime = risk-on, class = Stocks | F05/F06 momentum × 1.4; F22/F26 quality × 0.7 |
| regime = risk-off, class = Stocks | F05/F06 momentum × 0.6; F22/F26 quality × 1.5 |
| regime = transition, any class | Tier 4 sentiment × 0.4 (suppress whipsaw); Tier 1 macro × 1.3 |
| class = CryptoPerp | F31 funding × 1.6; F32 OI × 1.4 (crypto-only) |
| class = Volatility | F09 VIX-driven factors × 2.0; F22 quality × 0.2 (irrelevant) |
| class = REITs | F03 yield curve × 1.5 (rates-sensitive) |
Modulates the weight passed to calculateScore(factors, weights) in the orchestrator. Final score still uses the same composite math; LS6 just changes which factors' contributions matter most.
The named dimension — probability-first forecast + per-action playbook + calibration — depends on accurate scoring across regimes. A class-blind, regime-blind orchestrator (the pre-LS6 state) produces materially wrong scores in transition regimes and crypto/vol classes. LS6 + the 14-class profile (in prescience) is the third structural piece of the moat (per ADR-0008).
engine/v76-layer-conditional.js, fed by engine/regime.js + engine/factors.js
Reviewed: 2026-04-27 · Next: 2026-07-27 · Per Bible §15.61