{
  "id": 11279,
  "rank": 1958,
  "name": "IMC Prosperity 4 Strategy",
  "aka": [
    "IMC Prosperity 4"
  ],
  "family": "E",
  "subtype": "E1",
  "one_liner": "Algorithmic trading strategy for IMC Prosperity 4 competition, focusing on market making, drift, and options trading.",
  "market_regime": "trending|volatile",
  "timeframes": [
    "M1"
  ],
  "symbols": [
    "ASH_COATED_OSMIUM",
    "INTARIAN_PEPPER_ROOT",
    "VELVETFRUIT_EXTRACT",
    "HYDROGEL_PACK",
    "VEV_4000",
    "VEV_4500",
    "VEV_5000",
    "VEV_5500",
    "VEV_6000",
    "VEV_6500"
  ],
  "sessions": [
    "24/7"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 6900
      },
      "applied_to": "close"
    },
    {
      "name": "Z-Score",
      "params": {
        "period": 500
      },
      "applied_to": "close"
    },
    {
      "name": "Imbalance",
      "params": {
        "period": 500
      },
      "applied_to": "order_book"
    }
  ],
  "entry_long": [
    "z-score > 2.0",
    "micro-price > simple mid by 2 ticks"
  ],
  "entry_short": [
    "z-score < -2.0",
    "micro-price < simple mid by 2 ticks"
  ],
  "exit_rules": [
    "stop-loss at 25 ticks adverse",
    "take-profit based on realized volatility"
  ],
  "filters": [
    "news filter",
    "max spread 2.0 pips"
  ],
  "stop_loss": "25 ticks adverse",
  "take_profit": "based on realized volatility",
  "position_size": "200 per spot product, 300 per option, 1800 total shared delta",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11279-imc-prosperity-4-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/heyman7913/imc-prosperity-4",
  "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."
}