New edge proposed: coppock_curve_signal_filter — E8 Intelligence Research

{ "name": "coppock_curve_signal_filter", "source": "Edwin Coppock (Economist, Barron's 1962) - Coppock Curve, originally for monthly S&P buy signals", "type": "filter_flag", "rule": "Flag a long entry only when Coppock Curve WMA(10) of [ROC(14) + ROC(11)] is below zero and has just turned up (current value > previous bar value), computed on the current timeframe's close.", "pseudocode": "roc14 = (close - close[14]) / close[14] * 10011 = (close - close[11]) / close[11] * 100_raw = roc14 + roc11 = weighted_ma(coppock_raw, period=10, weights=[1..10])_flag = (coppock[1] < 0) and (coppock > coppock[1]) long_flag", "why_it_works": "Long-horizon momentum-of-momentum reversal: deep negative Coppock troughs coincide with capitulation exhaustion, and the first upturn marks the transition from bear to bull momentum that historically persists across assets." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com