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lookback_168h_momentum_3m

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_168h_momentum_3m1m0.4564 0.4565-0.031412730.4878 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m2m0.4611 0.4612-0.02212730.4831 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m3m0.4509 0.4509-0.04412730.5051 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m4m0.4619 0.4619-0.034612730.4965 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m5m0.4643 0.4643-0.031412730.4957 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m10m0.4858 0.4857-0.029912720.5157 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m15m0.4902 0.4901-0.024412710.5146 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m30m0.5067 0.5063-0.033112690.5398 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m1h0.5111 0.5109-0.004712640.5158 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m2h0.5076 0.5072-0.00412550.5116 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m4h0.4907 0.4898-0.036412370.5271 uses only recent price direction (lookback=168h, rows=8486)
lookback_168h_momentum_3m8h0.4996 0.4987-0.059912010.5595 uses only recent price direction (lookback=168h, rows=8486)