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Momentum indicator

CMO (14): what it's actually best at

VARIANT — Chande Momentum(14); long while positive.

0
assets where it was the #1 edge
0.26
average Sharpe across all tests
Momentum
indicator family
Honest note

In our standard-settings test, CMO (14) 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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