Backtest UI

Sector Hurst mean-reversion durability SHMD

S_HURST_MEANREV_DURABILITY | sector strength/weakness | context | sector | computed

LogicSector Hurst mean-reversion durability == true
Edge-
Samples0

Definition

Count or share of long sector Hurst windows at or below the mean-reversion threshold.

Logic Triples

PredicateLeftOpRightFormula
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

StrategyFamilyEdgeSignals