Hurst Exponent

Rolling 1-year Hurst exponent - distinguishes a trending regime (above 0.5, moves persist) from a mean-reverting regime (below 0.5, moves reverse). The 0.5 line marks a memoryless random walk.

Tier performancePrice intelligencehurstregimemean-reversionpersistencevolatility

The detailed education sheet for this metric is being published. The identifier above is already queryable from the REST API and the MCP server.

Programmatic access

REST API

curl -sS \
  'https://api.trinityinsights.io/api/v1/price-intelligence/pi-hurst-exponent/history?days=90' \
  -H 'X-API-Key: $TRINITY_API_KEY'

MCP server

{
  "tool": "get_chart_value",
  "metric_id": "pi-hurst-exponent",
  "timeframe": "1y"
}

Required tier: performance. See the pricing grid for the tier list and the MCP documentation for multi-client configuration.

Related metrics

Institutional disclaimer

Trinity Insights is an educational and analytical tool. The metric above does not constitute investment advice. Trinity Insights is not a Crypto-Asset Service Provider (CASP) registered under MiCA Regulation (EU) 2023/1114. See the full disclaimer.