{
  "id": 11192,
  "rank": 2606,
  "name": "UltimateAlphaV16",
  "aka": [
    "ultimate_alpha_v16"
  ],
  "family": "I",
  "subtype": "I1",
  "one_liner": "A Freqtrade strategy using LightGBM with 77 engineered features for crypto trading.",
  "market_regime": "null",
  "timeframes": [
    "4h"
  ],
  "symbols": [
    "BTC/USDT",
    "ETH/USDT"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "RSI",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "MACD",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "model prob > 0.58",
    "risk-on regime: model prob > 0.53",
    "risk-off regime: model prob > 0.66"
  ],
  "entry_short": [
    "model prob < 0.42",
    "risk-on regime: model prob < 0.47",
    "risk-off regime: model prob < 0.34"
  ],
  "exit_rules": [
    "0: 6% ROI",
    "240: 4% ROI",
    "1440: 3% ROI",
    "4320: 1.5% ROI",
    "10080: 0% ROI"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "ATR-scaled, never tightens with profit",
  "take_profit": "tiered by candle age",
  "position_size": "Kelly fraction = 0.35",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": [
    "TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule."
  ],
  "claim_warnings": null,
  "opacity_warnings": [
    "UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11192-ultimatealphav16",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/OfficialGIGA/freqtrade-ml-strategy",
  "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."
}