Extracted algorithm research record
LTHM
Combines moving average trend filters with momentum ranking, ATR-based stop-loss management, and trailing stop exits.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- MMM, ABT, ABBV, ACN, ADBE, AES, AFL, A, APD, ABNB, AKAM, ALB
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 25} | close |
| SMA | {"period": 50} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- 25-day SMA is above 50-day SMA
- Stock ranks in the top percentile by 20-day momentum relative to its universe
- Minimum average daily dollar volume filter ($50M/day)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- ATR-based trailing stop: position is exited when price falls more than 3.0x ATR below the recent peak
- Absolute stop-loss based on ATR at entry to cap downside per trade
- Moving average crossover reversal (25 SMA crosses below 50 SMA) triggers immediate exit
Recorded filters
- news filter
- min dollar volume $50M/day
- Stop loss
- ATR at entry to cap downside per trade
- Take profit
- null
- Position sizing
- Fixed capital allocation per position
Questions about this record
What entry rules are recorded for LTHM?
Long: 25-day SMA is above 50-day SMA Stock ranks in the top percentile by 20-day momentum relative to its universe Minimum average daily dollar volume filter ($50M/day) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: MMM, ABT, ABBV, ACN, ADBE, AES, AFL, A, APD, ABNB, AKAM, ALB. Timeframes: D1. These are source-recorded labels, not verified execution behavior.