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lookback_24h_momentum_3m

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_24h_momentum_3m1m0.4419 0.4418-0.04592150.5023 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m2m0.4884 0.48830.00532150.5023 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m3m0.4651 0.4644-0.02982150.5163 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m4m0.4766 0.4747-0.01992140.5467 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m5m0.4813 0.4787-0.01442140.5607 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m10m0.4883 0.4845-0.02742130.5681 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m15m0.4977 0.4950-0.01692130.5775 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m30m0.5952 0.60390.05542100.6143 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m1h0.5583 0.56320.04252060.5825 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m2h0.5330 0.52540.02141970.7411 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m4h0.4749 0.4580-0.05221790.9106 uses only recent price direction (lookback=24h, rows=1430)
lookback_24h_momentum_3m8h0.5524 0.5524-0.00711431.0 uses only recent price direction (lookback=24h, rows=1430)