Momentum indicator
Rate of Change: what it's actually best at
Long while 12-bar Rate of Change is positive.
3
assets where it was the #1 edge
-0.04
average Sharpe across all tests
Momentum
indicator family
Best fits
Assets where Rate of Change won
Explore other indicators
Free · no spam
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.