Extracted algorithm research record
50/200-day moving average momentum strategy
Buy when the 50-day EMA crosses above the 200-day EMA; sell when it crosses below.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- VERY THIN SAMPLE: 5 trades. Performance figures over so few trades are indistinguishable from luck.
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.
Recorded market & execution profile
- Recorded markets
- AAPL
- Recorded timeframes
- daily
- Recorded sessions
- anytime
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- 50-day EMA crosses above 200-day EMA
Recorded short-entry rules
- 50-day EMA crosses below 200-day EMA
Recorded exit rules
- no explicit exit rules given, but likely exits on the next price bar after the signal
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for 50/200-day moving average momentum strategy?
Long: 50-day EMA crosses above 200-day EMA Short: 50-day EMA crosses below 200-day EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AAPL. Timeframes: daily. These are source-recorded labels, not verified execution behavior.