Market structure
Hurst Exponent
Estimate persistence or mean reversion in a price path.
Status validated · Version 1.0 · Jul 2026
P(Xₜ₊₁ | Xₜ)
Illustrative distribution, not a live forecast.
Bull 34%
Neutral 41%
Bear 25%
Overview
The Hurst exponent summarises whether increments tend to continue or reverse. It is a structure metric, not a trade signal by itself.
Figures on this page are model output examples. They are estimated distributions, not a statement of where the market will trade.
Inputs
| Asset | ETHUSDT |
| Window | 180 days |
Outputs
- H
- Confidence band
Model statistics
Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.
- Method
- R/S and DFA cross-check
Validation
- Bootstrap CI
Data sources
ArcDelta: trades, order book, open interest, funding, OHLCV.
Access
From $49 / month. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.