Trend
Momentum
A classic intermediate-horizon trend signal that ranks stocks by trailing performance while skipping the most recent month.
Trend
Price Crossover
A moving-average gap signal that measures whether price is trading above or below a slower baseline.
Trend
12-Month Price Crossover
Definition phase
Definition
Price crossover measures the percentage gap between the current price and a moving average estimated over a chosen lookback horizon. Larger positive values indicate stronger alignment with an established trend, while more negative values indicate deeper deterioration relative to the baseline.
The intuition is classic trend following: a stock trading persistently above its slower baseline may be in a stronger regime than one trading below it. Different horizons change the trade-off between responsiveness and noise, with shorter baselines reacting faster and longer baselines tending to be slower but more stable.
Inside the finance research stack, the representative implementation sorts the Russell 1000 cross-section on the price-to-average gap 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.