Backtest UI

Ticker Hurst mean-reversion durability THMD

T_HURST_MEANREV_DURABILITY | ticker context | context | ticker | computed

LogicTicker Hurst mean-reversion durability == true
Edge-
Samples0

Definition

Count or share of long ticker Hurst windows at or below the mean-reversion threshold.

Logic Triples

PredicateLeftOpRightFormula
Ticker Hurst mean-reversion durabilityCount or share of long ticker Hurst windows at or below the mean-reversion threshold. Ticker Hurst mean-reversion durability == true t_hurst_meanrev_durability[t] == True

Strategies Using Atom

StrategyFamilyEdgeSignals