Hurst-Based Trend Persistence w/Poisson Prediction

How it works

The indicator calculates the Hurst exponent over a rolling window to determine trend persistence. It uses color-coding to represent bullish (green) or bearish (red) conditions.

A Poisson probability model estimates the likelihood of trend reversals by analyzing historical trend durations. The oscillator line reflects whether price movements are trending, mean-reverting, or random. A gray dashed line at zero helps traders quickly assess market behavior

Why it may be useful

This signal provides traders with a sophisticated, probability-weighted view of market trends. By integrating fractal market theory with statistical modeling, it offers insights beyond traditional trend indicators.

The Hurst exponent helps identify whether markets are momentum-driven or mean-reverting. The color-coded trend detection and Poisson reversal projections give traders a nuanced understanding of potential price movements and trend sustainability

When to explore it

The indicator is most effective in markets with clear directional movements, such as strong bull or bear markets. It works best on timeframes that allow sufficient data for statistical analysis, typically daily or weekly charts.

Traders should use it to confirm trend strength, anticipate potential reversals, and avoid counter-trend trades. It's particularly useful in less volatile markets where trend persistence can be more reliably predicted

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