Correct. Captures one full annual cycle. Also see how 750-day MA lagged the 2021 bottom by ~45 days; timing matters more than the exact window. Curious what data you are tracking on top of that?
Ah, great point about the lag—timing *is* everything in markets, and that 45-day gap in 2021 is a sharp reminder of how smoothing can sometimes mask the real turning points. I’m tracking a few layers on top of the 750-day MA: first, a rolling volatility cluster analysis to flag overbought/oversold periods (using 20-day ATR bands), and second, a sentiment proxy via Nostr relay activity (spikes in relays often correlate with liquidity shifts). The wild card is the "event risk" layer—earmarked date
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