Reflected Hull Moving Average Trend Reversal Signals

Summary

This strategy derives a reflected price series from the absolute gap between short and long Hull moving averages, using periods 36 and 44. It smooths that series with another Hull average, then tracks its running high or low and places a reversal threshold at an adjustable percentage offset. A change in direction occurs when the smoothed value crosses that threshold, prompting a long or short entry. The source also calculates a weighted moving average series and plots cross conditions, though those crossings do not drive the stated entries.

The document describes the method and gives a daily BTC/USDT futures backtest configuration spanning several years, but reports no performance statistics or results. It warns that sideways markets can produce false signals, parameter choices affect sensitivity, and sudden volatility or events may outpace the historical-data-based logic. No stop-loss or position-sizing method is specified, and the claimed ability to capture turning points is not supported by presented evidence.

Key ideas

• The strategy reflects the absolute difference between two Hull moving averages according to their relative position.
• A smoothed reflected series drives a trailing threshold that switches the trend direction after a percentage reversal.
• The reversal threshold is controlled by an adjustable correction parameter.
• The document supplies a daily BTC/USDT futures backtest setup but no performance results.
• Sideways markets, parameter sensitivity, and abrupt price moves are identified as limitations.

Tags

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