Momentum

What's moving fastest right now?

ProductionVerdict · PARTIALRecall · 0.29

Supporting · the Moves chapter (speed) · anchor metric: z-score of recent return

What it measures

Ranks instruments by the speed of their recent move — the z-score of trailing return against its own history. Answers which markets are travelling fastest, irrespective of level. Usable for clean trend events; weak on choppy, mean-reverting tape.

r_i = \text{trailing-21d return of instrument } i

z_i = \frac{r_i - \operatorname{mean}(r_i \text{ over } W)}{\operatorname{std}(r_i \text{ over } W)}

\text{rank desc by } z_i \,;\ \text{tie-break on raw return magnitude}

A high positive z means the instrument is accelerating relative to its own past — not that it's at an extreme level. Two readings can share a level but split on momentum: one decelerating, one accelerating.

Limitations

Choppy regimes — mean-reverting tape produces noisy momentum z's with low forward information.
0.29 mean recall / 22% pass — usable for clean trend events, not a high-conviction standalone.

In the product

Left column of the Moves chapter ("What's moving fastest right now?"). Each pick resolves its own catalog chart; never merged into the breakout leaderboard.

Grading & stability

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Gate rate
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Stability / churn
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Mean confidence
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Graded on the Tier-1 regime-test harness — curated macro events × 18-yr backfill × recall@K. Verdict PARTIAL (22%).

Charts it reads

Major assets

major_assets—

Sector performance

sectors—

Commodities

commodities—

Momentum · The Lens methodology← all engines