Backtest UI

Ticker/sector HMM lag R3T3

R_TICKER_SECTOR_HMM3_LAG | ticker relative hmm regime | blocker | risk | computed

LogicTicker/sector HMM lag == negative lagging
Edge-
Samples0

Definition

Point-in-time 3-state HMM assigns the ticker versus sector relative-strength line to a negative lagging state.

Logic Triples

PredicateLeftOpRightFormula
Ticker/sector HMM lagPoint-in-time 3-state HMM assigns the ticker versus sector relative-strength line to a negative lagging state. Ticker/sector HMM lag == negative lagging r_ticker_sector_hmm3_lag_state[t] == negative lagging

Strategies Using Atom

StrategyFamilyEdgeSignals