Extracted algorithm research record
Ms Tsukimi
Breakout strategy that exploits daily volatility explosions during the London session.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- EURUSD
- Recorded timeframes
- H1
- Recorded sessions
- Asian session 08:00-11:00 GMT, London session 13:00-16:00 GMT
- Recorded regime
- breakout
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
- Price breaks out of a tight range during the London session
Recorded short-entry rules
- Price breaks out of a tight range during the London session
Recorded exit rules
- Two-stage trailing stop
Recorded filters
- trend filter
- spread filter
- circuit breaker
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- automatic sizing, risk % or fixed
Questions about this record
What entry rules are recorded for Ms Tsukimi?
Long: Price breaks out of a tight range during the London session Short: Price breaks out of a tight range during the London session These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.