Momentum Strategy

Summary

• strategy_id: momentum
• intent mode: profile
• support tier: stable
• promotion stage: promoted
• owner: StackSats Maintainers

Why this model exists

momentum is a simple counterexample to valuation-only logic. It gives maintainers a compact reference model for trend-sensitive profile construction and comparison tooling.

Feature dependencies

• required feature sets: core_model_features_v1
• required transformed columns: price_usd

Benchmarks

• benchmark strategy IDs: uniform, mvrv

Expected comparison behavior

Expect stable, finite outputs with behavior that differs from simple-zscore on trend-led windows. It is useful for checking whether comparison tooling captures meaningful profile differences across simple model families.

Known failure modes and caveats

This implementation is deliberately simple and uses a short lookback. It should be treated as a reference signal, not as a claim of durable momentum edge.