Extracted algorithm research record
Equity bot
Trades US500 CFD using a LightGBM 3-class classifier on S&P 500 daily bars.
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
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
- US500
- Recorded timeframes
- D1
- Recorded sessions
- NYSE cash-hours
- Recorded regime
- trending|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
- P(UP) - P(DOWN) > 0.079 AND outside ATR-adaptive flat zone AND regime not blocked
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- SL 2.63× ATR
- TP 2.30× ATR
- trail 3.0%
- partial 23.4% at 8.2% MFE
- time-stop 208 daily-bar-equivalents (~8 trading days)
Recorded filters
- news filter
- ATR-adaptive flat zone
- regime not blocked
- Stop loss
- 2.63× ATR
- Take profit
- 2.30× ATR
- Position sizing
- 30% of equity, capped at 30%
Questions about this record
What entry rules are recorded for Equity bot?
Long: P(UP) - P(DOWN) > 0.079 AND outside ATR-adaptive flat zone AND regime not blocked Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500. Timeframes: D1. These are source-recorded labels, not verified execution behavior.