Exploratory convolutional neural network framework for classifying market-state directionality from structured market inputs. Built to test whether localized price and volatility patterns carry directional information across regimes; shown as research workflow, not production alpha claim.

Three-dimensional SOXX rolling volatility surface built to visualize regime shifts, clustering, and changes in volatility shape through time. Designed as a market-structure and risk-analysis tool, not a point-forecasting model.

Coming soon.

Coming soon.