An end-to-end Colab pipeline ingests market feeds, engineers 43 signals, detects regimes (KMeans/HMM/GMM), models 24‑hour alpha with a Random Forest (ROC‑AUC 0.7714), flags anomalies (Isolation Forest/Autoencoders), and backtests strategies; key findings: the SELL signal is highly precise (only 5.14% of SELLs rose next day), anomalies are often bullish (36.87% up vs 25.49% normal), price‑level context and regime probabilities drive predictions, and the model favors low‑volatility, defensive assets during downturns.