Extracted algorithm research record
Short Decline Strategy
纯做空反弹策略，基于F频trade + 币安合约
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
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- 15m
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- 扫描器异动交易对（4h涨≥8%, 24h涨>0, 1w/1m/3m排除24h后≤0）
- 24h回调须在 (2%, 5%]
Recorded exit rules
- 移动止盈：均价偏离 4% 激活，从极值回撤 2% 平仓
- 18 小时后价格回到成本价平仓
- DCA#1：首仓 +10% 涨幅触发（亏损中加仓）
- DCA#2+：基于上次加仓价，先涨 50%/40% 再回调 20% 触发（可配置）
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 无
- Take profit
- 移动止盈：均价偏离 4% 激活，从极值回撤 2% 平仓
- Position sizing
- 单笔开仓 50 USDT，最大持仓 10 个
Questions about this record
What entry rules are recorded for Short Decline Strategy?
Long: Not specified. Short: 扫描器异动交易对（4h涨≥8%, 24h涨>0, 1w/1m/3m排除24h后≤0） 24h回调须在 (2%, 5%] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 15m. These are source-recorded labels, not verified execution behavior.