Persistence Lift
Probability· DE: Persistenz-Abstand
The distance, in percentage points, between how often a condition that held for k periods still holds in the next period (p) and how often that state occurs at all in the same period (q). Δ = p − q. Zero means the history carries no information about the next period; a positive value only means the state persists — it says nothing about why, and nothing about prices.
Calculation
Δ = p − q, both shares measured on the same population and period; 95 % CI from a cluster bootstrap over the unit that repeats (here: the firm).
Unit & source
probability_difference_-1_1 (0.10 = 10 pp) · tradingstrategies.work fundamental base rates (SPEC-fundamental-grundraten-v1) methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.