FTB-C000308 / Formula component

Newest-Heavy Weighting

Newest-Heavy Weighting assigns greater influence to more recent observations than to older observations in the same window.

Also known asrecency-increasing weights

Foundation 1 linked topicEvidence-reviewed

Definitions

In plain terms

The linear WMA convention implements this with weights increasing toward the newest value.

Technical

A reproducible schedule fixes age ordering, exact weights, normalization, missing values, and tie timestamps.

Scope

More recent weight does not guarantee lower error or better trading performance.

Examples

  • A governed lesson uses Newest-Heavy Weighting only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • More recent weight does not guarantee lower error or better trading performance.

Concept relationships

Prerequisites

Related

Where this concept is used

Evidence and governance

  1. Weighted Mean NIST · official standard

    Supports: preferred label, short definition, technical definition

    Limits: The reference does not choose the newest-heavy linear weights used by one technical-analysis WMA convention.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.