Uhl Adaptive Moving Average Crossover Using CMA and CTS

Summary

The Uhl MA system pairs a slower corrected moving average (CMA) with a faster corrected trend step (CTS). Its calculations use variance and deviations from prior values to adjust how much each line follows a simple average or earlier observations. A CTS cross above CMA signals a long entry, while a cross below signals a short entry. The document presents this adaptive weighting as a way to smooth some noise compared with a conventional moving-average crossover.

The discussion cautions that the system can still generate false signals in ranging markets and depends on parameter selection. It suggests adding stops, filters, and risk controls, but the supplied source enters long or short on crosses without showing a stop-loss or position-sizing rule. The text refers to favorable results on clearly trending assets but supplies no metrics or asset-by-asset evidence; its published BTC/USDT futures test window alone is insufficient to assess performance.

Key ideas

• CMA and CTS adapt their weighting using variance and deviations from prior values.
• A CTS cross above CMA triggers a long entry, and a cross below triggers a short entry.
• The document presents noise reduction as a possible benefit while warning about false signals in consolidation.
• The supplied crossover rules do not show stop-loss or position-sizing logic.
• The claimed favorable trend-market behavior is not supported by reported performance statistics.

Tags

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