{
  "id": 11333,
  "rank": 1389,
  "name": "50/200 EMA on SPXL",
  "aka": [
    "Trend following on SPXL",
    "Leveraged S&P 500 ETF momentum strategy"
  ],
  "family": "A",
  "subtype": "A1",
  "one_liner": "50/200 day EMA crossover on SPXL with realised volatility filter",
  "market_regime": "trending",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "SPXL"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 50
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 200
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close > 50 EMA and 50 EMA > 200 EMA"
  ],
  "entry_short": [
    "close < 50 EMA and 50 EMA < 200 EMA"
  ],
  "exit_rules": [
    "no explicit exit rules given"
  ],
  "filters": [
    "realised volatility filter"
  ],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "not specified",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "THIN SAMPLE: 48 trades - below the ~100 needed before a win rate or profit factor carries much information."
  ],
  "opacity_warnings": null,
  "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."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/11333-50-200-ema-on-spxl",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Nicolas8330/momentum-spxl",
  "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."
}