validation and profiles

lib/dynamics/dmx/Dmx.md

@@ -1,4 +1,4 @@
-# DMX: Directional Movement Index (Jurik)
+# DMX: Directional Movement Index (Jurik)
 
 The DMX is Mark Jurik's modernized overhaul of Wilder's Directional Movement system, replacing the sluggish RMA smoothing with the Jurik Moving Average (JMA) to achieve faster trend detection with superior noise rejection. The core directional movement logic (+DM, -DM, True Range) is preserved faithfully from Wilder, but the three parallel smoothing passes use JMA's adaptive bandwidth instead of RMA's fixed $\alpha = 1/N$. The result is a directional indicator that reacts 3-5 bars earlier to trend changes than standard DMI while filtering out more noise during consolidation. Output is the difference between smoothed directional indicators: $DMX = DI^+ - DI^-$, positive for uptrends and negative for downtrends.
 
@@ -109,6 +109,47 @@ On each bar (high, low, close, isNew):
 
 Because JMA is more efficient than RMA, slightly longer periods (e.g., 20 instead of 14) can be used without incurring a lag penalty, producing smoother results while maintaining responsiveness.
 
+## Performance Profile
+
+### Operation Count (Streaming Mode)
+
+DMX (Directional Movement Index) computes +DM and −DM only, without ADX smoothing — a lighter version of ADX.
+
+**Post-warmup steady state (per bar):**
+
+| Operation | Count | Cost (cycles) | Subtotal |
+| :--- | :---: | :---: | :---: |
+| SUB × 4 (TR components + DM moves) | 4 | 1 | 4 |
+| ABS × 2 (absolute TR components) | 2 | 1 | 2 |
+| MAX × 2 (TR max) | 2 | 1 | 2 |
+| CMP × 2 (DM directional guards) | 2 | 1 | 2 |
+| FMA × 2 (RMA smooth +DM, −DM) | 2 | 4 | 8 |
+| FMA × 1 (RMA smooth TR) | 1 | 4 | 4 |
+| DIV × 2 (+DI, −DI from smoothed values) | 2 | 15 | 30 |
+| MUL × 2 (scale to 100) | 2 | 3 | 6 |
+| **Total** | **19** | — | **~58 cycles** |
+
+DMX skips the DX/ADX second smoothing phase. ~58 cycles per bar vs ~79 for full ADX.
+
+### Batch Mode (SIMD Analysis)
+
+| Operation | Vectorizable? | Notes |
+| :--- | :---: | :--- |
+| TR/DM computation | Yes | VSUBPD + VABSPD + VMAXPD + VCMPPD |
+| RMA smoothing × 3 | **No** | Recursive IIR — sequential |
+| DI scaling | Yes | VDIVPD + VMULPD after RMA pass |
+
+Same constraint as ADX: the recursive RMA smoothing blocks cross-bar SIMD.
+
+### Quality Metrics
+
+| Metric | Score | Notes |
+| :--- | :---: | :--- |
+| **Accuracy** | 9/10 | FMA-precise Wilder smoothing |
+| **Timeliness** | 6/10 | N-bar warmup only (vs 2N for ADX); responds faster |
+| **Smoothness** | 7/10 | Single RMA layer; less smooth than full ADX |
+| **Noise Rejection** | 7/10 | One smoothing pass sufficient for directional signals |
+
 ## Resources
 
 - Wilder, J.W. — *New Concepts in Technical Trading Systems* (Trend Research, 1978)