Shock Percentile Moving Average | NAL1. Overview
Shock Percentile Moving Average | NAL is an event-driven trend filter designed to react selectively to unusually strong price movements.
Instead of updating continuously like a conventional moving average, the SPMA only refreshes when the current price change ranks high enough relative to recent returns. When that condition is not met, the moving average holds its previous value.
This creates a stepped adaptive baseline that places greater emphasis on meaningful price shocks while
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