Extracted algorithm research record
Combined SPY and TQQQ Algorithm
Combines a dynamic SPY strategy with a risk-managed TQQQ approach.
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: 11 trades. Performance figures over so few trades are indistinguishable from luck.
Recorded market & execution profile
- Recorded markets
- SPY, TQQQ
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {} | close |
| RSI | {} | close |
| SMA | {"period": 9} | close |
| SMA | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- short-term SMA crosses above long-term SMA with adjusted thresholds by ATR and RSI
Recorded short-entry rules
- short-term SMA crosses below long-term SMA with adjusted thresholds by ATR and RSI
Recorded exit rules
- TQQQ exits on 30% drawdown from peak price
- SPY exits based on market conditions
Recorded filters
- Not specified in the extracted record.
- Stop loss
- not explicitly stated
- Take profit
- not explicitly stated
- Position sizing
- allocation_spy = 30%, tqqq_drawdown_threshold = 40% for aggressive strategy; allocation_spy = 70%, tqqq_drawdown_threshold = 30% for conservative strategy
Questions about this record
What entry rules are recorded for Combined SPY and TQQQ Algorithm?
Long: short-term SMA crosses above long-term SMA with adjusted thresholds by ATR and RSI Short: short-term SMA crosses below long-term SMA with adjusted thresholds by ATR and RSI These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPY, TQQQ. Timeframes: any. These are source-recorded labels, not verified execution behavior.