Advanced Chart Analytics: Autocorrelation, Seasonality, and the Subtle Patterns

When Standard Indicators Aren't Enough

Moving averages, RSI, and MACD work most of the time — on enough names, over enough periods — to stay on the screen of every charting tool. What they don't show is the *statistical character* of the name: whether its daily returns are positively autocorrelated (trending), negatively autocorrelated (mean-reverting), approximately random (neither), or seasonal. That character changes which strategies actually fit the name and which are fighting its nature. The Advanced Analytics card exists to expose that character directly instead of leaving you to guess.

What the Advanced Analytics Card Shows

The Chart Advanced Analytics card reports: Hurst exponent (<0.5 = mean-reverting, =0.5 = random walk, >0.5 = trending), autocorrelation function for lags 1–20 days, return-distribution kurtosis and skew with Jarque-Bera normality test, seasonality decomposition (day-of-week, week-of-month, month-of-year effects), and implied vs realized volatility ratio over rolling windows. A regime-sensitive view recomputes each statistic inside each regime so you can see whether autocorrelation changes across macro states.

Reading the Statistics

Two conclusions are the most actionable. First, pick strategy to match character: names with Hurst > 0.6 reward trend-following (breakouts, ATR stops); names with Hurst < 0.4 reward mean-reversion (pullback entries, Bollinger band fades); names near 0.5 reward neither — avoid systematic entries. Second, fat-tail risk is usually not priced by naive position sizing: if kurtosis is >5 and skew is negative, a conventional Kelly sizing or volatility-target sizing under-estimates drawdown risk by 30-50%. Scale down on fat-tailed names.

Where It Fits

This card is the diagnostic under every technical decision on the chart. Combine with Trade Signals for execution, Market Regime for context. For portfolio-level risk-statistical work, use the Portfolio Risk Metrics card.

Open the Advanced Analytics card → /app/stocks/AAPL/chart