How TradeClaw's Weekly Regime Engine Locks In Market Context Before the Open

Before you place a single trade, the market has a personality for the week. TradeClaw's new Weekly Regime Engine classifies that personality — TRENDING or NEUTRAL — and locks it in by Monday noon so every signal filter downstream adapts automatically.

What Is a Market Regime — and Why Monday Context Matters

TODO: Explain the concept of market regimes (trending vs ranging/neutral). Why classifying the week's context before placing trades changes risk tolerance, entry criteria, and position sizing. Use the analogy of a weather forecast before a hike versus reacting mid-trail. Link to the signal scoring post for readers who want depth on how context feeds filters.

The Four-Step Classification Flow

TODO: Walk through the pipeline in detail: (1) operator writes Monday notes into the Telegram bot, (2) free-text is mapped to validated regime cards using the typed schema, (3) the classification engine assigns TRENDING or NEUTRAL, (4) the Monday noon lock gate prevents mid-week regime drift. Describe what "locking" means in practice — no further /setregime commands accepted after noon unless an explicit override is issued.

Inside the Weekly Regime Card Schema

TODO: Describe the typed model — what fields a regime card captures (volatility tier, trend direction, liquidity context, key levels). Explain why a rigid schema beats free-text for downstream consumers like the signal scorer. Show a sanitised example card. Reference the Layer 1 typed model introduced in the feature.

Telegram Commands: /setregime, /confirmregime, /regime

TODO: Describe the operator workflow step by step. How /setregime drafts a candidate regime card from the operator's notes, /confirmregime locks it in before the noon gate, and /regime surfaces the current active card on demand. Emphasise the confirmation step as a deliberate human-in-the-loop safeguard — the system will not self-classify without operator sign-off.

How Signal Scoring Adapts to the Locked Regime

TODO: Explain what changes downstream when regime = TRENDING versus NEUTRAL. Which filters tighten, which relax, and why. Show a concrete example — breakout continuation signals receive a higher weight multiplier in TRENDING weeks while mean-reversion setups are deprioritised. In NEUTRAL weeks the weights flip. Tie back to the how-we-score-signals post.

A Practical Example: Three False Breakouts We Would Have Filtered

TODO: Walk through an illustrative NEUTRAL-regime week where three momentum breakout signals fired on EURUSD and GBPJPY. Show how the regime-aware filter would have suppressed each one based on the locked NEUTRAL card. Include a before/after signal count table.