Momentum indicator

ROC (20): what it's actually best at

Variant — slow 20-period Rate of Change; long while positive.

assets where it was the #1 edge

0.29

average Sharpe across all tests

Momentum

indicator family

Honest note

In our standard-settings test, ROC (20) 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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ROC (20): what it's actually best at

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