Trend indicator

Random Walk Index: what it's actually best at

Measures how far price travels versus a random walk — long while the up-walk dominates the down-walk.

assets where it was the #1 edge

0.31

average Sharpe across all tests

Trend

indicator family

Honest note

In our standard-settings test, Random Walk Index 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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Random Walk Index: what it's actually best at

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