Jurik Moving Average Normalized as a Bounded Oscillator

Summary

This short note describes a Jurik moving average transformed into an oscillator using sigmoid-style normalization. With the stated softmax approach, the output is bounded between zero and one; an alternative hyperbolic normalization produces values from negative one to positive one.

The proposed use is to judge whether the indicator has reached an extreme on the upside or downside. The text provides no formula, parameter settings, chart examples, or empirical evaluation, so it does not establish how the normalized signal should be interpreted across markets or whether it improves trading decisions. It is a brief description of an indicator concept rather than a tested trading strategy.

Key ideas

• The indicator applies sigmoid-style normalization to a Jurik moving average.
• The softmax form is described as ranging from zero to one.
• Hyperbolic normalization is described as ranging from negative one to positive one.
• The bounded output is intended to help identify potential upward or downward extremes.
• No parameters or performance evidence are supplied.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.