Trend indicator

Correlation Trend: what it's actually best at

Ehlers' Correlation Trend Indicator — price-vs-ramp correlation; long while positive.

assets where it was the #1 edge

0.33

average Sharpe across all tests

Trend

indicator family

Honest note

In our standard-settings test, Correlation Trend 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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Trend ZLEMA 100 Trend ZLEMA 200 Trend TRIMA 100 Trend FRAMA 200 Trend EMA 15/60 Cross SMA 10/40 Cross WMA 15/60 Cross WMA 20/80 Cross Hull MA 10/40 Cross RSI (9)RSI (30)RSI (50)Williams %R (21)ROC (10)ROC (14)CCI (30)CMO (14)CMO (30)Momentum (10)Momentum (30)Disparity (10)Disparity (50)Disparity (100)Stochastic (10,3)DeMarker (7)Supertrend (7,2)Supertrend (10,2)Bollinger 30 (x2.0) Break Mass Index PMax

Correlation Trend: what it's actually best at

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