RSI Price Sensitivity v3 [Quant-Stable]

The RSI Price Sensitivity v3 indicator measures how efficiently and consistently price responds to RSI movement — revealing when RSI momentum actually matters, and when it’s just noise.
It’s designed as a quant-grade analytical tool combining RSI, ADX, volatility, regression, and correlation logic to form a single normalized “sensitivity” score.

Core Concept

Traditional RSI often moves without price follow-through.
This indicator quantifies the strength of the connection between RSI and price, dynamically adapting to volatility and trend context.

It blends:

📊 RSI-Price Correlation: Statistical relationship between RSI momentum and price momentum.

⚙️ Efficiency Ratio: Measures how direct and smooth the RSI-price relationship is (noise filtering).

📈 Regression Confidence: Tests whether price moves are statistically aligned with RSI structure.

💡 Momentum Alignment: Checks directional agreement between RSI trend and price trend, weighted by ADX.

All components are dynamically normalized and weighted into one composite sensitivity score.