If I have time I will write up what I think I found in KGW more carefully and see if it really holds up. Perhaps some of the coins using it will find that interesting.
Count me as interested.
Edit: it might be the asymmetry of the threshold between increase and decrease (i.e. 100+20 is +20%, but 120-20 is -16.7%). Others had mentioned that already and it is obvious on the chart.