Alpha Library  /  GTJA 191  /  gtja191_051

gtja191_051

Themes & universe

reversalequity_cn1d

Formula

SUM(up_move,12)/(SUM(up_move,12)+SUM(dn_move,12))

Definition

id

gtja191_051

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_051

decay_horizon

12

min_warmup_bars

13

requires_sector

False

columns_required

high, low

Notes

Up-range share over 12 days.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_051
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025