Extracted algorithm research record
50/200 EMA on SPXL
50/200 day EMA crossover on SPXL with realised volatility filter
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
- THIN SAMPLE: 48 trades - below the ~100 needed before a win rate or profit factor carries much information.
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
- SPXL
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close > 50 EMA and 50 EMA > 200 EMA
Recorded short-entry rules
- close < 50 EMA and 50 EMA < 200 EMA
Recorded exit rules
- no explicit exit rules given
Recorded filters
- realised volatility filter
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for 50/200 EMA on SPXL?
Long: close > 50 EMA and 50 EMA > 200 EMA Short: close < 50 EMA and 50 EMA < 200 EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPXL. Timeframes: D1. These are source-recorded labels, not verified execution behavior.