Extracted algorithm research record
Gotobi Edge Portfolio
Trades USDJPY on Gotobi days, Tokyo fixing, and month end with stop losses and time exits.
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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- USDJPY
- Recorded timeframes
- any
- Recorded sessions
- Tokyo session
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Gotobi-day short: a short position taken on Gotobi days and held during the Tokyo session.
Recorded exit rules
- Every position has a stop loss and a time exit.
Recorded filters
- new trades are not opened when the spread is above the limit
- daily and a weekly equity-drop limit stop new entries
- server time zone is outside UTC+2 to UTC+3
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- set from the account balance and the Risk setting (default 1.0% of balance), capped by margin allocation and a minimum margin level
Questions about this record
What entry rules are recorded for Gotobi Edge Portfolio?
Long: Not specified. Short: Gotobi-day short: a short position taken on Gotobi days and held during the Tokyo session. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: any. These are source-recorded labels, not verified execution behavior.