Extracted algorithm research record
V5-VOLATILITY-PAIRS-FX-FUSION-PRO
A capital-preservation system for JPY pairs, using RSI and MA alignment to confirm momentum in high-volatility regimes.
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
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded timeframes
- M30
- Recorded sessions
- London/NY overlap 07:00-16:00 UTC
- Recorded regime
- trending|high-volatility
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 10} | close |
| MA | {"period": 49} | close |
Extracted strategy rules
Recorded long-entry rules
- RSI + MA alignment confirms momentum
Recorded short-entry rules
- ...
Recorded exit rules
- ...
Recorded filters
- spread filter blocks toxic liquidity (>70 pips)
- max drawdown 10% hard stop
- daily loss limit 0.8% circuit breaker
- Stop loss
- 52 pips
- Take profit
- 100 pips
- Position sizing
- 4% risk per trade
Questions about this record
What entry rules are recorded for V5-VOLATILITY-PAIRS-FX-FUSION-PRO?
Long: RSI + MA alignment confirms momentum Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPJPY, EURJPY, GBPAUD, EURNZD, GBPNZD. Timeframes: M30. These are source-recorded labels, not verified execution behavior.