Composite momentum score (0–100) combining price vs SMA-200, RSI, ADX trend strength, volume ratio, and 6-month Rate of Change (ROC-125).
Formula: PriceVsSMA200×25% + RSI×20% + ADX×20% + VolumeRatio×20% + ROC125×15%
How to read it: > 70 = strong uptrend with volume confirmation · 40–70 = mixed momentum · < 40 = weak or negative momentum.
Price momentum is one of the most robust factor premiums across markets (Jegadeesh & Titman 1993). This composite combines five signals. Note: the library does not calculate RSI, ADX, moving averages or volume ratios — supply them from your charting or data provider.