Derived by the Research Lead from Sonam Srivastava and Ritabrata Bhattacharyya's paper: test whether a causal variance-state classifier improves regime-dependent daily pullback trading on SPY, preserving the paper's equity-market setting. This is a distilled Bollinger-based implementation of its four-regime framework, not a reproduction of its reported returns or complete multi-indicator system. Preserve the stated 250-day triangular moving average, 20-day ATR channel, regime-specific Bollinger widths, EMA10 reference and ATR exit multiples. Complete unspecified Bollinger lookback, model-estimation window, crossover semantics, position sizing and regime-switch reference prices explicitly below. Replace retrospectively smoothed regime probabilities with point-in-time filtered probabilities to remove future information. Trade market orders at the signal session's close; no next-session-open execution is required. All protective stops trigger intrabar through platform matching. The supplied full text supports these rules; author code would still be needed to confirm indicator periods, signal aggregation, Fibonacci construction and exact regime-switch implementation.