<![CDATA[joel’s Substack: Research Notes]]>https://joelrosenstock.substack.com/s/research-noteshttps://substackcdn.com/image/fetch/$s_!U3G7!,w_256,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fb0b217d1-d7b4-4c4e-9958-5e6b66f0cd82_269x269.pngjoel’s Substack: Research Noteshttps://joelrosenstock.substack.com/s/research-notesSubstackFri, 08 May 2026 14:06:36 GMT<![CDATA[Hurst Exponent Case Study Feb 2026 - April 2026]]>https://joelrosenstock.substack.com/p/hurst-exponent-case-study-feb-2026https://joelrosenstock.substack.com/p/hurst-exponent-case-study-feb-2026Sun, 19 Apr 2026 22:33:03 GMTThis model uses the Hurst Exponent combined with moving average structure to classify market regimes as trending, neutral, or mean reverting in real time.

This case study documents the live output of the model spaning the Feb 2026 selloff, the March 2026 capitulation low, and the April 2026 rally.

Hurst Casestudy Feb Apr 2026
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]]><![CDATA[Hurst Exponent]]>https://joelrosenstock.substack.com/p/hurst-exponenthttps://joelrosenstock.substack.com/p/hurst-exponentFri, 17 Apr 2026 22:08:47 GMTA statistical framework for classifying SPX/ES market regimes (mean-reverting vs trending) using the Hurst Exponent with cycle analysis. The model translates regime signals into actionable strategy selection and position sizing across varying volatility conditions.

Joel Rosenstock Hurst Readme
798KB ∙ PDF file
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