Extracted algorithm research record
G4 index RSI(2) pullback
Entry on D1 close > SMA200 and RSI(2) < 5, exit after RSI(2) > 70 or 3×ATR20 stop.
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
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
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| SMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- D1 close > SMA200
- RSI(2) < 5
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- RSI(2) > 70
- 3×ATR20 stop
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 3×ATR20 stop
- Take profit
- Not specified
- Position sizing
- calculated by position_sizing.py
Questions about this record
What entry rules are recorded for G4 index RSI(2) pullback?
Long: D1 close > SMA200 RSI(2) < 5 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.