Ticker/sector HMM lag drift R5T1
R_TICKER_SECTOR_HMM5_LAG_DRIFT | ticker relative hmm regime | blocker | risk | computed
Logic
Ticker/sector HMM lag drift == negative low-volatility driftEdge-
Samples0
Definition
Point-in-time 5-state HMM assigns the ticker versus sector relative-strength line to a negative low-volatility drift state.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Ticker/sector HMM lag driftPoint-in-time 5-state HMM assigns the ticker versus sector relative-strength line to a negative low-volatility drift state. | Ticker/sector HMM lag drift | == | negative low-volatility drift | r_ticker_sector_hmm5_lag_drift_state[t] == negative low-volatility drift |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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