# DeepMomentum v2

A hybrid momentum strategy using XGBoost reclassification with risk management overlays.

Canonical: https://prismaticalgos.com/compendium/algo/11326-deepmomentum-v2
Record ID: 11326
Catalog rank: 2287 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/Starkl7/DeepMomentum
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

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.

## Recorded profile

- symbols: IWM constituents
- timeframes: any
- sessions: any
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- not explicitly stated

## Recorded short-entry rules

- not explicitly stated

## Recorded exit rules

- not explicitly stated

## Recorded filters

- price ≥ $5
- ADV ≥ $1M
- sector = Russell 2000
- bar window = 273 bars
- warmup = 24 rebalances

## Risk controls

- Stop loss: not explicitly stated
- Take profit: not explicitly stated
- Position sizing: scaled by realized_vol_21d, capped at 1.2x (1.5x in strong bull markets)