Using Hurst Expoent and moving average to buy or sell an asset (Ibovespa)
Test with some values between 0,5 and 1

If Hurst > 0,5 (or other) and moving average is ascending, buy;
If Hurst > 0,5 (or other) and moving average is descending, sell;

Moving window to calculate Hurst is defined in "periodAnalysis" (yes, you can add a loop to test with multiple values)