Hurst Exponent — 3D surface of BTC memory and mean-reversion zones

Hurst Exponent — 3D surface of BTC memory and mean-reversion zones

Plots the Hurst Exponent of BTC-USD as a 3D surface. H>0.5 = trending (momentum), H<0.5 = mean-reverting, H=0.5 = random walk. Shows how market 'memory' varies across timeframes. Basis for adaptive strategy selection.

• Hurst > 0.5 = trending, < 0.5 = mean-reverting • Market memory varies across timeframes • Use Hurst to select momentum vs mean-reversion strategy

(no tools tagged) Fractal Analysis, Hurst exponent, Long-Range Dependence, Rescaled Range Analysis, algorithmic trading

Most traders set their Stop Loss based on "vibes" or static ATR. But what if the market itself has no memory? ​In this timelapse, I’m plotting the Hurst Exponent (H) on BTC-USD. This 3D surface shows how market efficiency changes across time and lookback windows. ​Why your SL is getting hit: ​When H < 0.5: The market is "Anti-persistent" (Mean-reverting). In this zone, "breakout" trades are SL-traps. The market is just noise. ​When H > 0.5: The market is "Persistent" (Trending). This is where your trend-following SLs actually work. ​When H = 0.5: It’s a Random Walk. You might as well flip a coin. 🪙 ​The Solution: Use the Hurst Surface to identify regime shifts. If the surface is dipping into the blue/purple (low H), widen your stops or stay out entirely. If it’s spiking into yellow/red,…