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Miha Kralj
2026-02-27 07:48:12 -08:00
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# SP15: Spencer 15-Point Moving Average
# SP15: Spencer 15-Point Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | None |
| **Outputs** | Single series (SP15) |
| **Output range** | Tracks input |
| **Warmup** | `Period` bars |
### TL;DR
- SP15 is a fixed-coefficient symmetric FIR filter with 15 weights: $[-3, -6, -5, 3, 21, 46, 67, 74, 67, 46, 21, 3, -5, -6, -3]$ divided by 320.
- No configurable parameters; computation is stateless per bar.
- Output range: Tracks input.
- Requires `Period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "John Spencer designed 15 weights that zero out quarterly and quintile seasonality from economic data. Eighty years later, statisticians still reach for them when they need a quick seasonal adjustment that does not require the German engineering of X-13ARIMA."