Extracted algorithm research record
Universal XBody Strategy
Trades based on the summation of body values with optimized parameters for the Nasdaq market.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
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.
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
- NQ
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| body | {} | close-open |
| var | {} | body-body[1] |
| sumvar | {"period": 878} | var |
Extracted strategy rules
Recorded long-entry rules
- signal>0
Recorded short-entry rules
- signal<0
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- filter1=41
- filter2=0
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- n contract
Questions about this record
What entry rules are recorded for Universal XBody Strategy?
Long: signal>0 Short: signal<0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ. Timeframes: D1. These are source-recorded labels, not verified execution behavior.