Distance of the ordinal distribution from Brownian noise (ordpy). · row #17 · ordpy · rolling-200 on close · Puoti 2025 / Bandt-Shiha 2007
bar_petrosian_fd), R² 0.237, h_norm 1.000 across 207 valid cells in 10 regime slices.| Slice | Valid | P / W / B | Worst ‖ρ‖ | Top competitor |
|---|---|---|---|---|
slice01 2026-01 → 02 | 19 (+2 skip) | 19 / 0 / 0 | 0.64 | bar_petrosian_fd |
slice03 2025-07 → 08 | 20 (+1 skip) | 20 / 0 / 0 | 0.75 | bar_petrosian_fd |
slice05 2025-01 → 02 | 21 | 21 / 0 / 0 | 0.48 | bar_katz_fd |
slice07 2024-07 → 08 | 21 | 21 / 0 / 0 | 0.71 | bar_katz_fd |
slice09 2024-01 → 02 | 21 | 21 / 0 / 0 | 0.70 | bar_petrosian_fd |
slice12 2023-04 → 05 | 21 | 21 / 0 / 0 | 0.75 | bar_petrosian_fd |
slice14 2022-10 → 11 | 21 | 21 / 0 / 0 | 0.76 | bar_petrosian_fd |
slice17 2022-01 → 02 | 21 | 21 / 0 / 0 | 0.53 | bar_katz_fd |
slice20 2021-04 → 05 | 21 | 20 / 1 / 0 | 0.88 | bar_petrosian_fd |
slice21 2021-01 → 02 | 21 | 19 / 2 / 0 | 0.90 | bar_petrosian_fd |
bar_petrosian_fd — worst competitor in 91 cell(s)bar_katz_fd — worst competitor in 67 cell(s)trade_intensity — worst competitor in 18 cell(s)