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Sector/SPY RS Hurst 250D trend state S253

S_HURST_RS_SPY_250_TREND | sector strength/weakness | context | sector | computed

Logicsector_etf[t] > sma(sector_etf, 50)[t] and slope(sma(sector_etf, 50), 20)[t] > 0
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Definition

Sector versus SPY relative-strength 250-day Hurst exponent is >= 0.60.

Logic Triples

PredicateLeftOpRightFormula
Sector/SPY RS Hurst 250D trend stateSector versus SPY relative-strength 250-day Hurst exponent is >= 0.60. Sector/SPY RS Hurst 250D trend state == true sector_etf[t] > sma(sector_etf, 50)[t] and slope(sma(sector_etf, 50), 20)[t] > 0

Strategies Using Atom

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