# IMC Prosperity 4 Strategy

Algorithmic trading strategy for IMC Prosperity 4 competition, focusing on market making, drift, and options trading.

Canonical: https://prismaticalgos.com/compendium/algo/11279-imc-prosperity-4-strategy
Record ID: 11279
Catalog rank: 1958 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Price Action & Market Structure (E)
Source: https://github.com/heyman7913/imc-prosperity-4
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

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: ASH_COATED_OSMIUM, INTARIAN_PEPPER_ROOT, VELVETFRUIT_EXTRACT, HYDROGEL_PACK, VEV_4000, VEV_4500, VEV_5000, VEV_5500, VEV_6000, VEV_6500
- timeframes: M1
- sessions: 24/7
- market_regime: trending|volatile

## Indicators

- EMA: {"period": 6900}; applied to: close
- Z-Score: {"period": 500}; applied to: close
- Imbalance: {"period": 500}; applied to: order_book

## Recorded long-entry rules

- z-score > 2.0
- micro-price > simple mid by 2 ticks

## Recorded short-entry rules

- z-score < -2.0
- micro-price < simple mid by 2 ticks

## Recorded exit rules

- stop-loss at 25 ticks adverse
- take-profit based on realized volatility

## Recorded filters

- news filter
- max spread 2.0 pips

## Risk controls

- Stop loss: 25 ticks adverse
- Take profit: based on realized volatility
- Position sizing: 200 per spot product, 300 per option, 1800 total shared delta