directional-momentum-edge

Test the core research question — can the FORWARD momentum state (gain / stable / decay), defined from price, be predicted from ALL the indicators and turned into a PROFITABLE directional bet (gain → trade with the trend, decay → against it, stable → skip) with out-of-sample win-rate that clears the binary-option break-even? Multinomial logistic on the full bounded-indicator set, purged walk-forward, scored on directional WR vs break-even and 3-class state-prediction accuracy. Use this skill WHENEVER the goal is finding a profitable directional/momentum signal, when asked "is there a tradeable momentum edge", "can we predict gain/decay/stable", "do the indicators predict direction", "will trend continue or reverse", or to get a verdict on whether a momentum model is worth building at all before committing to it. It is the capstone study that answers "profitable signal: yes or no" and refuses to confuse predicting an indicator's slope with predicting price.

By Bambabaa schedule Updated 6/15/2026