Alpha Library  /  GTJA 191  /  gtja191_031

gtja191_031

Themes & universe

reversalequity_cn1d

Formula

(CLOSE-MEAN(CLOSE,12))/MEAN(CLOSE,12)*100

Definition

id

gtja191_031

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_031

decay_horizon

12

min_warmup_bars

12

requires_sector

False

columns_required

close

Notes

Bias-12: deviation of close from MA12 in pct.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_031
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025