Trend
Momentum
A classic intermediate-horizon trend signal that ranks stocks by trailing performance while skipping the most recent month.
Trend
Dual MA Crossover
A fast-versus-slow trend signal that compares two exponentially weighted moving averages instead of price versus a single baseline.
Trend
EWMA 21-126 Dual MA Crossover
Definition phase
Definition
Dual MA crossover compares a fast exponentially weighted moving average with a slower one and scores stocks on the gap between the two. A large positive spread indicates that recent trend strength has separated meaningfully from the longer-run baseline.
The signal is built to identify names where short-run trend strength has become strong enough to dominate the slower trend background.
Inside the finance research stack, the representative implementation sorts the Russell 1000 cross-section on the fast-versus-slow moving-average spread, using a 21-versus-126 day specification, and compares the strongest names against the weakest names in a market-neutral spread.
Related Signals
Nearby ideas in the library.
Trend
Residual Momentum
A momentum variant that strips out common factor exposure so the ranking focuses on stock-specific trend persistence.
Trend
Price Momentum + Volume
A composite signal that combines trailing momentum with turnover, favoring low-volume winners over high-volume losers.