Mean-reverting sector depression SHM1
S_HURST_MEAN_REVERTING_DEPRESSED | sector strength/weakness | context | sector | computed
Logic
Mean-reverting sector depression == trueEdge-
Samples0
Definition
Sector has durable mean-reversion behavior and is stretched negatively versus SPY.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Mean-reverting sector depressionSector has durable mean-reversion behavior and is stretched negatively versus SPY. | Mean-reverting sector depression | == | true | s_hurst_mean_reverting_depressed[t] == True |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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