# Hurst Exponent (HURST)

> QuantNexus indicator page for persistence and regime detection.

**Route**: `/quantnexus/indicators/hurst/`

## What It Does

HURST estimates whether a market tends to persist, revert to the mean, or behave like a random walk.

## Formula

`H = log(R / S) / log(n)` as a simplified rescaled-range estimate, where `R/S` measures the range of accumulated deviation over the lookback window.

## Parameters

- `period` - default `40`

## C++23 API

```cpp
#include <nonabt/indicators/hurst.hpp>
auto hurst = std::make_unique<nonabt::HURST>(data().close(), 40);
```

## Common Usage

- Values above `0.5` suggest persistence or trending behavior.
- Values below `0.5` suggest mean reversion.
- Values near `0.5` suggest a random-walk regime.