- Group
- Overbought / oversold
- Source
- derived
- Cadence
- 24 h
- Unit
- sigma
- Latest value
- -0.05 29 Aug 2026, 00:00 UTC
Z-score of the latest daily log return against 30 days.
Signal rule: Deviation beyond 2σ — extreme.
Current signal
| Horizon |
Value |
Signal |
Weight |
Contribution |
Why |
| Tomorrow |
-0.05 |
+0.00 |
10% |
+0.000 |
Return z-score normal |
| 30 days |
-0.05 |
+0.00 |
0% |
+0.000 |
Return z-score normal |
Indicator track record
| Horizon |
Window |
Signals |
Hits |
Hit rate |
| Tomorrow |
30d |
— |
— |
— |
| Tomorrow |
90d |
— |
— |
— |
| Tomorrow |
365d |
— |
— |
— |
| 30 days |
30d |
— |
— |
— |
| 30 days |
90d |
— |
— |
— |
| 30 days |
365d |
— |
— |
— |
Recent values
| Last update |
Value |
| 29 Aug 2026, 00:00 UTC |
-0.05 |
| 28 Aug 2026, 00:00 UTC |
-1.655 |