Extracted algorithm research record
PropDip
Buys short dips in US stock indices based on RSI(2) and 200-day average.
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 timeframes
- M30
- Recorded sessions
- 16:00-16:15 New York GMT
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| SMA | {"period": 200} | close |
| SMA | {"period": 5} | close |
| ATR | {"period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- RSI(2) < 10
- close > 200-day SMA
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- first close > 5-day SMA
- 20 closes after entry
Recorded filters
- spread filter
- margin check
- volume normalisation
- Stop loss
- 3 x ATR(10) below entry
- Take profit
- Not specified
- Position sizing
- Risk % of equity, position value % of equity, or fixed lots
Questions about this record
What entry rules are recorded for PropDip?
Long: RSI(2) < 10 close > 200-day SMA Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500, NAS100, US30. Timeframes: M30. These are source-recorded labels, not verified execution behavior.