validation and profiles

lib/oscillators/rvgi/Rvgi.md

@@ -1,4 +1,4 @@
-# RVGI: Relative Vigor Index
+# RVGI: Relative Vigor Index
 
 The Relative Vigor Index measures the conviction of a price move by comparing closing strength (close minus open) to the total intrabar range (high minus low), smoothed through a symmetrically weighted moving average and then averaged over a lookback period. The premise is that in bullish markets, closes tend to occur near highs and opens near lows, producing positive RVGI values, while bearish markets show the opposite pattern. A 4-bar SWMA signal line provides crossover triggers. The indicator oscillates around zero with no fixed bounds.
 
@@ -52,6 +52,43 @@ $$Signal_t = \frac{RVGI_{t-3} + 2 \cdot RVGI_{t-2} + 2 \cdot RVGI_{t-1} + RVGI_t
 
 **Default parameters:** period = 10.
 
+## Performance Profile
+
+### Operation Count (Streaming Mode)
+
+RVGI (Relative Vigor Index) computes a symmetrically-weighted sum of body changes (4-bar) divided by range changes, then smooths with a SMA-like signal line.
+
+| Operation | Count | Cost (cycles) | Subtotal |
+| :--- | :---: | :---: | :---: |
+| Body/range weighted numerator (4 FMAs) | 4 | 4 | 16 |
+| Body/range weighted denominator (4 FMAs) | 4 | 4 | 16 |
+| DIV (numerator/denominator) | 1 | 15 | 15 |
+| RingBuffer updates × 2 (num, denom) | 4 | 1 | 4 |
+| Signal line (4-tap weighted avg) | 4 | 3 | 12 |
+| CMP (denom > 0 guard) | 1 | 1 | 1 |
+| **Total** | **18** | — | **~64 cycles** |
+
+~64 cycles per bar. Two simultaneous 4-tap FIR convolutions + a division.
+
+### Batch Mode (SIMD Analysis)
+
+| Operation | Vectorizable? | Notes |
+| :--- | :---: | :--- |
+| 4-tap weighted sums (FIR) | Yes | VDPPS / manual dot product with VFMADD |
+| Division | Yes | VDIVPD |
+| Signal line (4-tap FIR) | Yes | Same FIR pattern |
+
+Fully vectorizable — no recursive dependencies. AVX2 achieves ~4× throughput.
+
+### Quality Metrics
+
+| Metric | Score | Notes |
+| :--- | :---: | :--- |
+| **Accuracy** | 9/10 | Symmetric weighting reduces endpoint bias |
+| **Timeliness** | 7/10 | 4-bar FIR window + 4-bar signal = 8-bar warmup only |
+| **Smoothness** | 7/10 | Symmetric FIR provides gentle smoothing |
+| **Noise Rejection** | 7/10 | Weighted averaging suppresses tick noise |
+
 ## Resources
 
 - Ehlers, J.F. (2002). *Rocket Science for Traders*. Wiley, Chapter 12