Extracted algorithm research record
Reversal 3.5
A short-term reversal strategy based on large intraday drawdowns and historical recovery probability.
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
Claim warnings
- HIGH PROFIT FACTOR: claimed 4.32. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
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
- QQQ, SOXL, UPRO, DRAM
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Max Drop | {} | close |
| EMA | {"period": 60} | close |
Extracted strategy rules
Recorded long-entry rules
- max drop > 0.5%
- 5d technical-indicator timing score >= 0.50
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- 60d lookback
- matched_signals >= 10
- minimum current drop > 0.5%
- trailing P/E < 140
- live trend-health gate
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Reversal 3.5?
Long: max drop > 0.5% 5d technical-indicator timing score >= 0.50 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: QQQ, SOXL, UPRO, DRAM. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.