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Oscillator indicator

Stochastic Momentum Index: what it's actually best at

Buy oversold SMI crosses up below -40, exit above +40 — a refined stochastic.

8

assets where it was the #1 edge

0.23

average Sharpe across all tests

Oscillator

indicator family

Best fits

Assets where Stochastic Momentum Index won

Real Estate (XLRE) +-0.4%Hewlett Packard Enterprise (HPE) +-4.3%Mid-America Apartment Communities (MAA) +-3.6%Mondelez International (MDLZ) +-2.4%News Corp (Class B) (NWS) +2.8%Public Service Enterprise Group (PEG) +-6.0%Verizon (VZ) +-3.1%Vertex Pharmaceuticals (VRTX) +-2.2%

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