MA Geometry (moving averages relative to each other)
Market Structure· DE: MA-Geometrie (gleitende Durchschnitte zueinander)
Where the 20-, 50- and 200-day simple moving averages sit relative to EACH OTHER — their stacking order and how tightly they are compressed — together with the price position against the Bull Market Support Band of the prior week. Unlike distance-to-a-line measures it describes the geometry of the lines. Statistics are counted per episode (a contiguous run of the same state, measured on its entry day), never per day. A state, not a signal: as a trading rule the tight×bull cell failed out-of-sample validation.
Calculation
cell = compression_bucket × bmsb_regime_gate; state_stats per episode of the current cell: n_episodes, n_independent_windows = floor((valid_days − 130)/130), verdict by episode count (<8 insufficient, 8–19 anecdote, ≥20 with out-of-sample sign held tentative); vs_drift = mean 130-day forward return of the episodes − mean over all days.
Unit & source
enum + count · Binance BTCUSDT daily close via btc_price_daily (from 2017-08-17)
Values: eng|bull, eng|band, eng|bear, mittel|bull, mittel|band, mittel|bear, weit|bull, weit|band, weit|bear
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.