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Volatility indicator

Ulcer Index: what it's actually best at

Peter Martin's downside-risk gauge — long in calm (low-ulcer) uptrends.

1

assets where it was the #1 edge

0.23

average Sharpe across all tests

Volatility

indicator family

Best fits

Assets where Ulcer Index won

T-Mobile US (TMUS) +2.2%

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