MA Distance %ile
Mean-reversion gauge that ranks the price's distance from its moving average as a rolling percentile. Flags tail events and reports the forward-return distribution at t+1 / t+5 / t+20 following each event.
Visualization preview
NVDA · MA distance from EMA-50 rolling 5–95% band +event −event2520d · window 500
MA dist
+2.87%
vs EMA-50
Z (500d)
−0.41σ
rolling
Pctile (roll)
35.0%
window 500
Pctile (exp)
74.6%
full-history
Tail prob.
35.0%
two-sided
Event study · forward returns vs unconditional baselineN events · 8 · trigger ≥ 95th pctile
| Horizon | Event avg | Normal avg | Avg edge | Event hit % | Normal hit % | Hit edge |
|---|---|---|---|---|---|---|
| 5 bars | +0.42% | +0.18% | +0.24pp | 54.8% | 53.2% | +1.6pp |
| 10 bars | +0.31% | +0.36% | −0.05pp | 52.4% | 54.1% | −1.7pp |
| 21 bars | −0.62% | +0.78% | −1.40pp | 47.6% | 56.8% | −9.2pp |
| 63 bars | +1.21% | +2.34% | −1.13pp | 59.5% | 61.4% | −1.9pp |
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Mean-reversion gauge that ranks the price's distance from its moving average as a rolling percentile. Flags tail events and reports the forward-return distribution at t+1 / t+5 / t+20 following each event.
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.