Momentum indicator

Cascade Z-Score: what it's actually best at

Momentum continuation — buys a price z-score breakout above +1σ and rides while price stays above its mean (buys strength, not weakness).

assets where it was the #1 edge

0.26

average Sharpe across all tests

Momentum

indicator family

Honest note

In our standard-settings test, Cascade Z-Score wasn’t the single best indicator for any asset — it was outperformed by others on every one. That’s useful to know too: no indicator wins everywhere.

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Cascade Z-Score: what it's actually best at

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