Research campaign · Iteration 1 · unassessed
NH-NL Breadth — exploratory campaign
Does SMA50 of new-highs minus new-lows predict risk-on/off or only describe it?
- Expressions
- 1
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
Likely redundant with trend; keep as playable negative/weak result.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
HIGN/LOWN start 2001; not NYSE official.
Not recorded in this iteration.
Compare expressions
Download evidenceExploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.
| Expression / family | CAGR | Sharpe | Max drawdown | Test period | Assessment |
|---|---|---|---|---|---|
| nhnl-breadth.sma50.threshold0.hold20nhnl-breadth | — | — | — | Not recorded |
exploratory |
Open an expression to inspect its rules and request confirmation. The request must be submitted by a trusted repository collaborator.
nhnl-breadth.sma50.threshold0.hold20
- variant id
nhnl-breadth.sma50.threshold0.hold20
- family id
nhnl-breadth
- parameters
- threshold
0
- holding period
20
- created by
source_baseline
- reason tested
zero-line of SMA50 net highs
- status
exploratory
- tags
useful_as_filter
redundant
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- kind
breadth
- prior experiments
qm-4bx.16
What the source claims
Net new highs (HIGN-LOWN) smoothed with SMA50.
Sign of the smooth as risk-on.
Rules actually disclosed
Net new highs (HIGN-LOWN) smoothed with SMA50.
What had to be inferred
Sign of the smooth as risk-on.
Research questions
Does SMA50 of new-highs minus new-lows predict risk-on/off or only describe it?
Data
- inputs
INDEX:HIGN
INDEX:LOWN
SPY
Baseline implementation
- variant id
nhnl-breadth.sma50.threshold0.hold20
- family id
nhnl-breadth
- parameters
- threshold
0
- holding period
20
- created by
source_baseline
- reason tested
zero-line of SMA50 net highs
- status
exploratory
- metrics
- label
exploratory
- tags
useful_as_filter
redundant
What to try interactively
- name
threshold
- type
float
- default
0
Suggested next research
Compare to S5FI as filter rather than standalone.
Trial ledger
- iteration number
1
- objective
initial source exploration
Next questions
Compare to S5FI as filter rather than standalone.
Review status
awaiting research feedback. Research publication does not imply official admission.
Return to pending research