Backtest UI

Ticker Hurst 250D mean-reversion state T251

T_HURST_250_MEANREV | ticker hurst | context | ticker | computed

Logicclose[t] > sma(close, 50)[t] and slope(sma(close, 50), 20)[t] > 0
Edge-
Samples0

Definition

Ticker price 250-day Hurst exponent is <= 0.40.

Logic Triples

PredicateLeftOpRightFormula
Ticker Hurst 250D mean-reversion stateTicker price 250-day Hurst exponent is <= 0.40. Ticker Hurst 250D mean-reversion state == true close[t] > sma(close, 50)[t] and slope(sma(close, 50), 20)[t] > 0

Strategies Using Atom

StrategyFamilyEdgeSignals