Market short Hurst mean reversion MHSM
M_HURST_SHORT_MR | market regime | context | market | computed
Logic
Market short Hurst mean reversion <= mean-reversion thresholdEdge-
Samples0
Definition
SPY short-window Hurst is below mean-reversion threshold.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Market short Hurst mean reversionSPY short-window Hurst is below mean-reversion threshold. | Market short Hurst mean reversion | <= | mean-reversion threshold | hurst_market_short[t] <= mean_reversion_threshold |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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