{
  "id": 11326,
  "rank": 2287,
  "name": "DeepMomentum v2",
  "aka": [
    "phase2_xgb.py"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "A hybrid momentum strategy using XGBoost reclassification with risk management overlays.",
  "market_regime": "any",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "IWM constituents"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [],
  "entry_long": [
    "not explicitly stated"
  ],
  "entry_short": [
    "not explicitly stated"
  ],
  "exit_rules": [
    "not explicitly stated"
  ],
  "filters": [
    "price ≥ $5",
    "ADV ≥ $1M",
    "sector = Russell 2000",
    "bar window = 273 bars",
    "warmup = 24 rebalances"
  ],
  "stop_loss": "not explicitly stated",
  "take_profit": "not explicitly stated",
  "position_size": "scaled by realized_vol_21d, capped at 1.2x (1.5x in strong bull markets)",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11326-deepmomentum-v2",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Starkl7/DeepMomentum",
  "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."
}