Price & Market BehaviorExtended setResearchNew
Daily covariance bounce trend
Updated dailyData needs: lowlong only
In plain terms
Test a rising price trend confirmed by an unusually large serial-bounce price statistic, with ordinary execution and cash accounting.
How it works
Test whether an unusually large daily-price serial-bounce proxy with rising price trend predicts subsequent returns after ordinary trading costs.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Related families
Explore Daily covariance bounce trend on alphactor.ai
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