{
  "id": 11343,
  "rank": 1502,
  "name": "Taiwan Stock RNN Trading",
  "aka": [
    "tw-stock-rnn-trading"
  ],
  "family": "I",
  "subtype": "I1",
  "one_liner": "Uses RNN models to predict Taiwan stock prices and generate trading signals.",
  "market_regime": "any",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "2303",
    "2603",
    "3037",
    "3105",
    "00632R",
    "00637L"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [],
  "entry_long": [
    "predicted close > threshold * previous close"
  ],
  "entry_short": [
    "predicted close < -threshold * previous close"
  ],
  "exit_rules": [
    "opposite signal",
    "stop at 5-day low (long) or 5-day high (short)"
  ],
  "filters": [],
  "stop_loss": "stop at 5-day low (long) or 5-day high (short)",
  "take_profit": null,
  "position_size": "all-in sizing",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11343-taiwan-stock-rnn-trading",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Ericchuchu/tw-stock-rnn-trading",
  "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."
}