Trailing Percentile
Methodology· DE: Trailing-Perzentil
The rank of a value within only the history up to that date (expanding window, empirical CDF), never the full sample. The look-ahead-free way to say "elevated vs. its own past" — the same value produces the same rank whether computed on the prefix ≤ t or the full series (prefix invariance).
Calculation
For observation i: share of values[0..i] ≤ values[i]. Requires a minimum warmup (120 obs) before a component is considered available.
Unit & source
percentile · tradingstrategies.work Confluence-State methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.