← Analysis Hub

📊 Market Predictability Scanner

Analyze market predictability using Hurst exponent, auto-correlation, and variance ratio tests. Find which markets trend vs mean-revert.

Timeframe

Lookback Periods

Min Volume (24h)

Filter Regime

Ready to scan. Select parameters and click Scan Markets.

📈 Market Regime Distribution

Trending Markets (H > 0.55)

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Mean-Reverting (H < 0.45)

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Random Walk (0.45-0.55)

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Avg Hurst Exponent

🎯 Predictability Leaders

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Most Predictable

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Least Predictable

Strongest Trend (Highest H)

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Best Mean-Reversion (Lowest H)

Strategy Recommendations

Run scan to see recommendations...

📋 All Markets Analysis

Overview

Best for Trend-Following

Best for Mean-Reversion

Market	Hurst (H)	Regime	Variance Ratio	Auto-Corr (1)	Auto-Corr (5)	Predictability	Recommended Strategy
Click Scan Markets to load data

Trending (H > 0.55)

Mean-Reverting (H < 0.45)

Random Walk (0.45-0.55)

📚 Understanding Predictability Metrics

Hurst Exponent (H)

H > 0.5: Trending/persistent — past moves predict same direction continues
H < 0.5: Mean-reverting/anti-persistent — past moves predict reversal
H ≈ 0.5: Random walk — past doesn't predict future
Further from 0.5 = more predictable behavior

Variance Ratio (VR)

VR > 1: Returns are positively correlated (trending)
VR < 1: Returns are negatively correlated (mean-reverting)
VR ≈ 1: Random walk behavior

Auto-Correlation

Positive: Recent direction tends to continue
Negative: Recent direction tends to reverse
Near zero: No relationship between consecutive returns

Predictability Score

Composite score combining all metrics
Higher = more deviation from random walk = more tradeable patterns
Focus on high-predictability markets for better edge