Sector/SPY RS Hurst 250D mean-reversion state S252
S_HURST_RS_SPY_250_MEANREV | 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
Sector versus SPY relative-strength 250-day Hurst exponent is <= 0.40.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| Sector/SPY RS Hurst 250D mean-reversion stateSector versus SPY relative-strength 250-day Hurst exponent is <= 0.40. | Sector/SPY RS Hurst 250D mean-reversion state | == | 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 |
|---|