9 posts
Quant
Bodyweight as a time series: filters, lag, noise rejection and drawdown.
- Can you use trading indicators on your weight? DEMA, HMA, KAMAThe price-only ones, yes. DEMA, TEMA, HMA and KAMA read one number per period, so nothing in them assumes a market. On one real log they finish 4.0 lb apart.
- How long until your weight trend catches up? 28 days, or 5An EWMA at α = 0.1 needs 28 days to absorb 95% of a real change. DEMA gets there in 8 days and TEMA in 5 by subtracting an estimated lag, and both overshoot.
- Why one trend method sits 4 lb above the scale (Kaufman KAMA)KAMA squares its smoothing constant, capping the alpha near 0.048. On 84 real weigh-ins it ignores 81.3% of daily movement and ends 4.0 lb above the last weigh-in.
- Why your trend line follows every weigh-in (Hull moving average)Alan Hull's filter subtracts its own lag until the line leads the scale rather than trailing it. On 84 real weigh-ins it ignores 14.3% of daily movement.
- Why the scale hasn't moved in 2 weeks: the signal-to-noise mathsTwo weeks is rarely long enough to tell a real change from ordinary scale noise. Work out your own noise-to-signal ratio, then how many days it takes to clear it.
- Weight loss plateau on a GLP-1? Check the trend, not two morningsA flat fortnight is only a plateau once it clears your own noise. On one log, 13 of 67 fortnights showed no loss on the scale while the trend still ended lower.
- Does a GLP-1 change your VO₂ max? What the number measuresVO₂ max is reported per kilogram of body mass, and your watch feeds your weight into the estimate too. Losing weight moves the number on its own.
- Does a GLP-1 raise resting heart rate? What the trials measuredA meta-analysis of 12 randomised trials in 15,313 adults found GLP-1 receptor agonists raised resting heart rate by 3.47 bpm against placebo.
- Why active energy falls when your training has not changedActive energy counts the cost of moving your mass, so the same walk costs less as you get lighter. One study found it fell further than that.