Extracted algorithm research record
Spring Break
Automated imbalance strategy for the Nasdaq 100 index, trading on the 1 minute chart.
Source & extraction context
Evidence label: forward_results (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
Claim warnings
- VERY THIN SAMPLE: 18 trades. Performance figures over so few trades are indistinguishable from luck.
Recorded market & execution profile
- Recorded markets
- Nasdaq 100
- Recorded timeframes
- M1
- Recorded sessions
- Not specified
- Recorded regime
- volatile
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
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- news filter
- max spread 2.0 pips
- max drawdown 2.8% of starting balance
- maximum daily loss 2.8% of starting balance
- consecutive loss limit
- daily trade count limit
- daily profit target
- maximum open positions
- trading session windows
- daily flat time
- broker time offset
- Stop loss
- null
- Take profit
- null
- Position sizing
- 0.8 lots on both trade types
Questions about this record
What entry rules are recorded for Spring Break?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq 100. Timeframes: M1. These are source-recorded labels, not verified execution behavior.