Extracted algorithm research record
Moving Average Strategy
Simple moving-average-based trading signal for S&P 500 E-mini futures
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
- ES=F
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
| SMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- 20-day SMA > 50-day SMA
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- 20-day SMA < 50-day SMA
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Moving Average Strategy?
Long: 20-day SMA > 50-day SMA Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ES=F. Timeframes: D1. These are source-recorded labels, not verified execution behavior.