Extracted algorithm research record
Index Dip
Buys a short, sharp dip in a stock index while its long-term trend is up, and sells within days.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- S&P 500, Nasdaq 100, Dow Jones 30, Nikkei 225
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| EMA | {"period": 200} | close |
| EMA | {"period": 5} | close |
| ATR | {"period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- day closes with RSI(2) below 10 and above the 200-day moving average
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- first daily close above the 5-day moving average
- after 10 days
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- 3 x ATR(10)
- Take profit
- Not specified
- Position sizing
- risk % per trade
Questions about this record
What entry rules are recorded for Index Dip?
Long: day closes with RSI(2) below 10 and above the 200-day moving average Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: S&P 500, Nasdaq 100, Dow Jones 30, Nikkei 225. Timeframes: D1. These are source-recorded labels, not verified execution behavior.