Indicators: Rolling Return Autocorrelation Regime Oscillator
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Rolling Return Autocorrelation Regime Oscillator:
Tracks lag-N return autocorrelation over a rolling window as a live regime oscillator, distinguishing trending (positive autocorrelation) from mean-reverting (negative autocorrelation) market conditions. Plots a smoothed reading against dynamically-calculated statistical significance bands (±Z/√N), so you can tell a genuine regime shift from window-size noise — comparable across any symbol or timeframe since it works on returns, not raw price.
Author: Adeolu Kayode Gbadebo