Kovara Compute Index · Market Regimes
Read the direction of compute markets.
Price regimes use immutable seven-day fixing movement. Volatility is calculated only from consecutive published fixing days. A thin or interrupted history remains unclassified.
As of no published fixing0 trend-classified series0 volatility-classified series
Falling07D move ≤ −2%
Stable07D move between −2% and +2%
Rising07D move ≥ +2%
Unclassified9No valid 7D comparator
Regime matrix
Direction, movement and volatility.
Annualized volatility requires at least five valid consecutive daily returns. Classification never bridges missing fixing days.
0 classified in at least one dimension
Series
Price regime
7D move
Volatility
Annualized
Evidence
B200 · North AmericaKCI-PX-B200-SXM-OD-ALL-NA
Unclassified
—
Unclassified
—
0 fixing days0 consecutive returns
H100 · North AmericaKCI-PX-H100-SXM-OD-ALL-NA
Unclassified
—
Unclassified
—
0 fixing days0 consecutive returns
H200 · North AmericaKCI-PX-H200-SXM-OD-ALL-NA
Unclassified
—
Unclassified
—
0 fixing days0 consecutive returns
Interpretation boundary. A regime describes observed published fixing history; it is not a forecast, trading signal or claim about unobserved supply. Candidate prices and missing days are never inserted to complete a series.