Backtest UI

Sector RS HMM chaos S3RX

S_RS_HMM3_CHAOS | sector strength/weakness | blocker | sector | computed

LogicSector RS HMM chaos == high-volatility chaotic
Edge-
Samples0

Definition

Point-in-time 3-state HMM assigns the sector/style ETF versus SPY relative-strength line to a high-volatility chaotic relative state.

Logic Triples

PredicateLeftOpRightFormula
Sector RS HMM chaosPoint-in-time 3-state HMM assigns the sector/style ETF versus SPY relative-strength line to a high-volatility chaotic relative state. Sector RS HMM chaos == high-volatility chaotic s_rs_hmm3_chaos_state[t] == high-volatility chaotic

Strategies Using Atom

StrategyFamilyEdgeSignals