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Home / Indicators / Nadaraya-Watson Envelope

Mean Reversion indicator

Nadaraya-Watson Envelope: what it's actually best at

Causal Gaussian kernel-regression envelope (LuxAlgo concept) — long when price dips below the lower band.

2

assets where it was the #1 edge

0.15

average Sharpe across all tests

Mean Reversion

indicator family

Best fits

Assets where Nadaraya-Watson Envelope won

Natural Gas (NG) +10.1%USD/KRW +3.6%

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