Extracted algorithm research record
Previous-Day High Reversal Strategy
Shorts are entered after a price break above the previous day's high and then opens below that high.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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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
- NIFTY 100
- Recorded timeframes
- 15 min, 30 min, 1 hour, 2 hours
- Recorded sessions
- all day
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- price breaks above the previous day's high
- next candle opens below the previous day's high
- candle is bearish (close < open)
Recorded exit rules
- stop-loss placed at the breakout high
Recorded filters
- Not specified in the extracted record.
- Stop loss
- at the breakout high
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Previous-Day High Reversal Strategy?
Long: Not specified. Short: price breaks above the previous day's high next candle opens below the previous day's high candle is bearish (close < open) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NIFTY 100. Timeframes: 15 min, 30 min, 1 hour, 2 hours. These are source-recorded labels, not verified execution behavior.