# LTHM

Combines moving average trend filters with momentum ranking, ATR-based stop-loss management, and trailing stop exits.

Canonical: https://prismaticalgos.com/compendium/algo/11156-lthm
Record ID: 11156
Catalog rank: 2159 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/AbdulRehmanRattu/quantitative-trading-system
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: MMM, ABT, ABBV, ACN, ADBE, AES, AFL, A, APD, ABNB, AKAM, ALB
- timeframes: D1
- sessions: Not specified
- market_regime: trending

## Indicators

- SMA: {"period": 25}; applied to: close
- SMA: {"period": 50}; applied to: close
- ATR: {"period": 14}; applied to: close

## 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.

## 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

## Risk controls

- Stop loss: ATR at entry to cap downside per trade
- Take profit: null
- Position sizing: Fixed capital allocation per position