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Hurst Momentum Oscillator | AlphaNatt

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Hurst Momentum Oscillator | AlphaNatt

An adaptive oscillator that combines the Hurst Exponent - which identifies whether markets are trending or mean-reverting - with momentum analysis to create signals that automatically adjust to market regime.

"The Hurst Exponent reveals a hidden truth: markets aren't always trending. This oscillator knows when to ride momentum and when to fade it."


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📐 THE MATHEMATICS

Hurst Exponent (H):
Measures the long-term memory of time series:
  • H > 0.5: Trending (persistent) behavior
  • H = 0.5: Random walk
  • H < 0.5: Mean-reverting behavior


Originally developed for analyzing Nile river flooding patterns, now used in:
  • Fractal market analysis
  • Network traffic prediction
  • Climate modeling
  • Financial markets


The Innovation:
This oscillator multiplies momentum by the Hurst coefficient:
  • When trending (H > 0.5): Momentum is amplified
  • When mean-reverting (H < 0.5): Momentum is reduced
  • Result: Adaptive signals based on market regime


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💎 KEY ADVANTAGES

  • Regime Adaptive: Automatically adjusts to trending vs ranging markets
  • False Signal Reduction: Reduces momentum signals in mean-reverting markets
  • Trend Amplification: Stronger signals when trends are persistent
  • Mathematical Edge: Based on fractal dimension analysis
  • No Repainting: All calculations on historical data


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📊 TRADING SIGNALS

Visual Interpretation:
  • Cyan zones: Bullish momentum in trending market
  • Magenta zones: Bearish momentum or mean reversion
  • Background tint: Blue = trending, Pink = mean-reverting
  • Gradient intensity: Signal strength


Trading Strategies:

1. Trend Following:
Trade momentum signals when background is blue (trending)

2. Mean Reversion:
Fade extreme readings when background is pink

3. Regime Transition:
Watch for background color changes as early warning

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🎯 OPTIMAL USAGE

Best Conditions:
  • Strong trending markets (crypto bull runs)
  • Clear ranging markets (forex sessions)
  • Regime transitions
  • Multi-timeframe analysis


Market Applications:
  • Crypto: Excellent for identifying trend persistence
  • Forex: Detects when pairs are ranging
  • Stocks: Identifies momentum stocks
  • Commodities: Catches persistent trends


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Developed by AlphaNatt | Fractal Market Analysis

Version: 1.0
Classification: Adaptive Regime Oscillator
Not financial advice. Always DYOR.

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