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kama

Kaufman (1995) 'Smarter Trading' — Adaptive Moving Average

All strategies
Rolling Sharpe
90-day rolling window
Drawdown
peak-to-trough
Win Rate
0 fires · weight 0.00×
Current Status
State
Ensemble Weight
Fires (90d)0
Last fired
Methodology

Kaufman (1995) 'Smarter Trading' — Adaptive Moving Average

Supported Markets
Universal
State Transition History
No state changes recorded yet