[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"indicator-hurst-en":3},"# Hurst Exponent (HURST)\n\n> StratCraft indicator page for persistence and regime detection.\n\n**Route**: `\u002Findicators\u002Fhurst\u002F`\n\n## What It Does\n\nHURST estimates whether a market tends to persist, revert to the mean, or behave like a random walk.\n\n## Formula\n\n`H = log(R \u002F S) \u002F log(n)` as a simplified rescaled-range estimate, where `R\u002FS` measures the range of accumulated deviation over the lookback window.\n\n## Parameters\n\n- `period` - default `40`\n\n## C++23 API\n\n```cpp\n#include \u003Cnonabt\u002Findicators\u002Fhurst.hpp>\nauto hurst = std::make_unique\u003Cnonabt::HURST>(data().close(), 40);\n```\n\n## Common Usage\n\n- Values above `0.5` suggest persistence or trending behavior.\n- Values below `0.5` suggest mean reversion.\n- Values near `0.5` suggest a random-walk regime.\n"]