Extracted algorithm research record
20-day vs 100-day moving average crossover
A simple moving average crossover strategy using 20-day and 100-day EMA.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| EMA | {"period": 100} | close |
Extracted strategy rules
Recorded long-entry rules
- 20-day EMA crosses above 100-day EMA
Recorded short-entry rules
- 20-day EMA crosses below 100-day EMA
Recorded exit rules
- no explicit exit rules given, likely position is closed on opposite crossover
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- flat transaction cost per position change
Questions about this record
What entry rules are recorded for 20-day vs 100-day moving average crossover?
Long: 20-day EMA crosses above 100-day EMA Short: 20-day EMA crosses below 100-day EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AAPL, MSFT, GOOGL, JPM, XOM. Timeframes: any. These are source-recorded labels, not verified execution behavior.