Backtest UI

Market HMM bull drift M5H3

M_HMM5_BULL_DRIFT | market regime | context | market | computed

LogicMarket HMM bull drift == positive low-volatility drift
Edge-
Samples0

Definition

Point-in-time 5-state HMM assigns SPY to a positive low-volatility drift state.

Logic Triples

PredicateLeftOpRightFormula
Market HMM bull driftPoint-in-time 5-state HMM assigns SPY to a positive low-volatility drift state. Market HMM bull drift == positive low-volatility drift m_hmm5_bull_drift_state[t] == positive low-volatility drift

Strategies Using Atom

StrategyFamilyEdgeSignals