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lookback_72h_momentum_3m

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_72h_momentum_3m1m0.4406 0.4411-0.04726400.4813 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m2m0.4609 0.4617-0.02226400.475 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m3m0.4609 0.4604-0.0346400.5156 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m4m0.4734 0.4725-0.02316400.525 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m5m0.4734 0.4724-0.02236400.5281 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m10m0.4679 0.4673-0.04786390.518 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m15m0.4702 0.4695-0.04446380.5251 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m30m0.5079 0.5052-0.03196360.5896 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m1h0.5190 0.51440.00326320.5886 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m2h0.5024 0.4912-0.00926230.6212 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m4h0.4926 0.4702-0.03456050.7471 uses only recent price direction (lookback=72h, rows=4267)
lookback_72h_momentum_3m8h0.5290 0.5353-0.03055690.7909 uses only recent price direction (lookback=72h, rows=4267)