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Trend indicator

Random Walk Index: what it's actually best at

Long while the bullish Random Walk Index exceeds the bearish one — trend vs noise.

4

assets where it was the #1 edge

0.31

average Sharpe across all tests

Trend

indicator family

Best fits

Assets where Random Walk Index won

Digital Realty (DLR) +-2.5%Lam Research (LRCX) +-0.1%Synchrony Financial (SYF) +2.4%Waste Management (WM) +-0.8%

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