Crash momentum detector
Marks a one-minute sell-off that is speeding up and steep, a crash cue for inverse ETF entries.
It takes the last window closes and turns them into bar-by-bar percent changes. It averages the earlier half of those changes and the later half. It marks a bar only when the later half drops faster than the earlier half and averages below -0.1% a bar, so the sell-off is both accelerating and steep. The -0.1% floor is fixed in the code, not a setting.
How to read it
- Markers sit on the candles where the signal fires. The indicator draws no line or pane of its own.
- A marker means the latest bars fell, on average, by more than 0.1% a bar and faster than the bars before them.
- Markers are rare: at the default window of 10 it fired 4 times on SPY in September 2026, so a clean chart is normal.
What it outputs
- Crash signal
- A marker on the bar where the latest closes fall faster and steeper, on average, than the closes before them.
When it fires
When the newest closes fall, on average, more than 0.1% a bar and faster than the closes just before them. It flags a sell-off that is speeding up right now, the entry cue this indicator is written for.
Settings
- window
- How many closes the test looks back over. Lowering it fires more often: 4 or 5 bars gave 10 markers in the September sample, 10 bars gave 4, and 20 or more gave none.
Pitfalls
- The 0.1% a bar floor is fixed in code, so the window is the only setting you can change.
- It is rare at default: 4 markers in a month of SPY at window 10, and none at 20 or more. A quiet chart means no trigger, not a fault.
- A marker says the drop is speeding up, not that it has ended. Price can keep falling after one.