{
  "id": 11172,
  "rank": 1355,
  "name": "MACD crossover + BB bounce",
  "aka": [
    "v8 strategy",
    "optimized strategy"
  ],
  "family": "A",
  "subtype": "A1",
  "one_liner": "Uses MACD crossover and Bollinger Band bounce for entry, trailing ATR stop and MACD cross-down for exit.",
  "market_regime": "trending",
  "timeframes": [
    "daily"
  ],
  "symbols": [
    "AAPL"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 20
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 50
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "MACD",
      "params": {
        "fast_period": 12,
        "slow_period": 26,
        "signal_period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 20,
        "deviations": 2
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "MACD crosses above signal line",
    "Price in lower 65% of Bollinger Bands range",
    "RSI below 75"
  ],
  "entry_short": [
    "MACD crosses below signal line",
    "Price in upper 50% of Bollinger Bands range",
    "RSI above 30"
  ],
  "exit_rules": [
    "Trailing ATR stop (3x)",
    "MACD crosses below signal line"
  ],
  "filters": [
    "ADX > 15"
  ],
  "stop_loss": "Trailing ATR stop (3x)",
  "take_profit": "null",
  "position_size": "10% per trade",
  "evidence_type": "backtest_shown",
  "completeness": 70.0,
  "signal_warnings": null,
  "claim_warnings": [
    "IMPLAUSIBLE PROFIT FACTOR: claimed 6.99. Over any real sample this is far outside what retail FX sustains.",
    "VERY THIN SAMPLE: 21 trades. Performance figures over so few trades are indistinguishable from luck."
  ],
  "opacity_warnings": null,
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/11172-macd-crossover-bb-bounce",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Ndima-Mdleleni/trading-ai",
  "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."
}