Sector Hurst mean-reversion durability SHMD
S_HURST_MEANREV_DURABILITY | sector strength/weakness | context | sector | computed
Logic
Sector Hurst mean-reversion durability == trueEdge-
Samples0
Definition
Count or share of long sector Hurst windows at or below the mean-reversion threshold.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Sector Hurst mean-reversion durabilityCount or share of long sector Hurst windows at or below the mean-reversion threshold. | Sector Hurst mean-reversion durability | == | true | s_hurst_meanrev_durability[t] == True |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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