Mean-reverting sector extension SHMR
S_HURST_MEAN_REVERTING_EXTENDED | sector strength/weakness | blocker | sector | computed
Logic
Mean-reverting sector extension == trueEdge-
Samples0
Definition
Sector has durable mean-reversion behavior and is stretched positively versus SPY.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Mean-reverting sector extensionSector has durable mean-reversion behavior and is stretched positively versus SPY. | Mean-reverting sector extension | == | true | s_hurst_mean_reverting_extended[t] == True |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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