A regex by itself won't be sufficient to fully parse text into Markdown, as Markdown has a variety of syntax rules that can't be captured by a single regular expression. However, I can provide you with a set of regex patterns to help identify some common Markdown elements. You can use these patterns to build a parser or converter:
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Headers:
^(#{1,6})\s+(.+)$
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Bold text:
\*\*(.+?)\*\*|__(.+?)__
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Italic text:
\*(.+?)\*|_(.+?)_
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Strikethrough:
~~(.+?)~~