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Thank you for you quick and clear reply Glenn.
I've managed to identify the regime using an IF to compare coefficients. Since one regime has at least one clear coefficients that is higher than the other through specifications and sample used, this will work just fine for now.

Thank you for such a prompt reply and your idea. I will do like you and use an IF.
I will use the IF to compare the coefficients, since I know a certain coefficient has to be higher in one regime than the other at all times.

I'm trying to do the same.
How did you work around this issue, Thomasms90?

Hi, Is it possible to fix the regime position, or impose a restriction, in a 2-regime Markov Switch? Re-estimating the model doesn't guarantee the regimes 1 and 2 will have the same order. I would like to test an out-of-sample trading strategy based on the regime probabilities of the model. However,...