Momentum indicator

Rate of Change: what it's actually best at

Long while 12-bar Rate of Change is positive.

assets where it was the #1 edge

0.24

average Sharpe across all tests

Momentum

indicator family

Honest note

In our standard-settings test, Rate of Change 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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Rate of Change: what it's actually best at

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