[Idea] Trend Days and Regime Shifts are Similar

Trend Days and Regime shifts are similar phenomena.

See Standing Ovation Model and Granovetter’s Model.

For the last 90 days I’ve been forecasting Trend Day or Rangebound Day on the prior day’s close from historical data. I get the direction right about 62% of the time, but Trend Day/Rangebound Day results only about 50% correct. Coin flip odds.

The math in the Ovation and Granovetter models may help.



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