Trend Metrics
Window
Direction
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Momentum
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Regime shift
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Scenario
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Methodology
1) Smooth the series
A 10-observation EMA reduces short-term noise.
s(t) = EMA(x, 10)
2) Direction
Slope of the smoothed series over the latest 20 observations.
Direction score = zscore(slope_20)
3) Momentum
Difference between the 20-observation and 60-observation averages of the smoothed series.
Momentum score = zscore(mean20 − mean60)
4) Regime shift
Difference between the latest 10-observation average and the preceding 10-observation average.
Shift score = zscore(avg10_now − avg10_prev)