Sector/SPY RS Hurst 250D S251
S_HURST_RS_SPY_250D | sector strength/weakness | context | sector | computed
Logic
sector_etf[t] > sma(sector_etf, 50)[t] and slope(sma(sector_etf, 50), 20)[t] > 0Edge-
Samples0
Definition
Long-window Hurst exponent on sector versus SPY relative strength line.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Sector/SPY RS Hurst 250DLong-window Hurst exponent on sector versus SPY relative strength line. | Sector/SPY RS Hurst 250D | == | true | sector_etf[t] > sma(sector_etf, 50)[t] and slope(sma(sector_etf, 50), 20)[t] > 0 |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
|---|