Extracted algorithm research record
Glazing Index Pullback
Buys short, sharp pullbacks in US stock indices when their long-term trend is up, exiting on the first bounce.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
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 timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- trending
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
- long-term uptrend
- short-term oversold pullback
Recorded exit rules
- price recovery
Recorded filters
- margin check
- volume limits
- trading sessions
- broker's stop and freeze levels
- Stop loss
- volatility-based stop
- Take profit
- Not specified
- Position sizing
- fixed risk percentage of equity (2%)
Questions about this record
What entry rules are recorded for Glazing Index Pullback?
Long: Not specified. Short: long-term uptrend short-term oversold pullback These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500, SPX500, SP500, NASDAQ100, NAS100, USTEC, US30, DJ30, WS30. Timeframes: D1. These are source-recorded labels, not verified execution behavior.