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ML indicator

Lorentzian Classification: what it's actually best at

k-nearest-neighbor classifier over oscillator features (Lorentzian distance) — long when the most-similar past bars led higher.

3

assets where it was the #1 edge

0.0

average Sharpe across all tests

ML

indicator family

Best fits

Assets where Lorentzian Classification won

USX (USX) +67.3%Biotech (XBI) +0.4%Teledyne Technologies (TDY) +0.2%

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