{
  "id": 11156,
  "rank": 2159,
  "name": "LTHM",
  "aka": [
    "Long Trend High Momentum Strategy"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "Combines moving average trend filters with momentum ranking, ATR-based stop-loss management, and trailing stop exits.",
  "market_regime": "trending",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "MMM",
    "ABT",
    "ABBV",
    "ACN",
    "ADBE",
    "AES",
    "AFL",
    "A",
    "APD",
    "ABNB",
    "AKAM",
    "ALB"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "SMA",
      "params": {
        "period": 25
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 50
      },
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_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)"
  ],
  "entry_short": [
    "null"
  ],
  "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"
  ],
  "filters": [
    "news filter",
    "min dollar volume $50M/day"
  ],
  "stop_loss": "ATR at entry to cap downside per trade",
  "take_profit": "null",
  "position_size": "Fixed capital allocation per position",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11156-lthm",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/AbdulRehmanRattu/quantitative-trading-system",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}