Extracted algorithm research record
Moving Average Crossover
Go long when the short-term moving average exceeds the long-term moving average, and exit when the opposite occurs.
Source & extraction context
Evidence label: source_code (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
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
- AAPL
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 40} | close |
| SMA | {"period": 100} | close |
Extracted strategy rules
Recorded long-entry rules
- signals['short_mavg'][short_window:] > signals['long_mavg'][short_window:]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for Moving Average Crossover?
Long: signals['short_mavg'][short_window:] > signals['long_mavg'][short_window:] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AAPL. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.