# UltimateAlphaV16

A Freqtrade strategy using LightGBM with 77 engineered features for crypto trading.

Canonical: https://prismaticalgos.com/compendium/algo/11192-ultimatealphav16
Record ID: 11192
Catalog rank: 2606 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://github.com/OfficialGIGA/freqtrade-ml-strategy
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

Signal warnings: TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
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.

## Recorded profile

- symbols: BTC/USDT, ETH/USDT
- timeframes: 4h
- sessions: Not specified
- market_regime: Not specified

## Indicators

- RSI: {}; applied to: close
- MACD: {}; applied to: close
- ATR: {}; applied to: close
- Bollinger Bands: {}; applied to: close

## Recorded long-entry rules

- model prob > 0.58
- risk-on regime: model prob > 0.53
- risk-off regime: model prob > 0.66

## Recorded short-entry rules

- model prob < 0.42
- risk-on regime: model prob < 0.47
- risk-off regime: model prob < 0.34

## Recorded exit rules

- 0: 6% ROI
- 240: 4% ROI
- 1440: 3% ROI
- 4320: 1.5% ROI
- 10080: 0% ROI

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: ATR-scaled, never tightens with profit
- Take profit: tiered by candle age
- Position sizing: Kelly fraction = 0.35