Strategy
MAD-Velocity is a rules-based trading strategy built on a novel technical indicator — the Moving Average Distance, how far a stock's price is from its own moving average. The strategy page is the complete quantitative record of the deployed configuration, abstract to conclusion — the indicator, the trading rules, the data and protocol, and a decade of simulated results, with the live book on this site as its forward test.
Research
The strategy is built from empirical evidence. Four studies asked four questions about the Moving Average Distance, and every signal the strategy trades is a finding from one of them — a falsifiable claim, tested against explicit null models, with numbers that reproduce from fixed seeds. The research page holds all four papers with their abstracts, PDFs, and code.
An interpretable semi-Markov model of market regimes. Standardized Moving Average Distance (MAD) is binned into six ordered states, and a signal the discrete chain discards — where price sits within its band — forecasts the next transition.
PythonIs price doing the moving, or is the average catching up? A velocity decomposition of Moving Average Distance and the trading signal built on it. Reproducible pipeline for the MAD-Velocity paper.
PythonDoes the market's mean reversion have a geometry? Mapping and testing the phase-space flow of Moving Average Distance — one shared, stationary, time-irreversible field across 715 S&P 500 names and a decade of sessions.
PythonPortfolio construction from the Moving-Average-Distance signal. A daily ranking study, nested walk-forward scoring models, and dollar simulations against random-selection envelopes and SPY/RSP controls.
PythonSignals
New signals are posted here daily and on X at @MAD_Velocity_io.
| Symbol | Signal Date | Day | MAD | Velocity | Vol Rank | Bench | z | Open |
|---|---|---|---|---|---|---|---|---|
| ABBV | 2026-08-18 | 0 | +2.62 | 0.98 | 139 | — | 0.76 | Y |
| AZO | 2026-08-18 | 0 | +1.07 | 0.84 | 490 | — | 0.25 | Y |
| CNC | 2026-08-18 | 0 | +0.92 | 0.98 | 195 | — | 0.12 | Y |
| EIX | 2026-08-18 | 0 | +0.30 | 0.71 | 211 | — | 0.08 | Y |
Book
Every stock the strategy currently holds, marked to market close.
| Symbol | Buy Date | Buy Price | Current Price | Return |
|---|---|---|---|---|
| MCHP | August 10, 2026 | 83.80 | 78.19 | -6.69% |
| QCOM | August 10, 2026 | 168.01 | 160.19 | -4.65% |
| WMT | August 11, 2026 | 112.71 | 115.20 | +2.21% |
| HBAN | August 12, 2026 | 17.82 | 17.66 | -0.90% |
| TSLA | August 14, 2026 | 343.67 | 336.87 | -1.98% |
| F | August 17, 2026 | 14.23 | 13.93 | -2.13% |
Archive
Every trade the strategy has finished — bought and sold on a signal, by strategy rules.
| Symbol | Buy Date | Buy Price | Sell Date | Sell Price | Return |
|---|---|---|---|---|---|
| no closed positions yet — the archive fills as the rule sells | |||||
Returns
The strategy’s return, week by week, and the running total.