Mean-reversion score: (close - SMA(close, period)) / rolling population standard deviation. Negative = stretched below its mean, positive = stretched above; 0 on a flat window.
zscore| Name | Type | Default | Min | Max |
|---|---|---|---|---|
| period | int | 20 | 5 | 365 |
| Name | Type | Render |
|---|---|---|
| value | series | Line |
Not referenced by any public strategy yet
Strategies that reference this indicator will appear here.