{
  "id": 12093,
  "rank": 1229,
  "name": "Quantitative Time-Series Discretization Strategy",
  "aka": [
    "Time Matrix Strategy",
    "Calendar Time-Discretization Strategy"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "Trades based on calendar time-discretization and volatility clustering.",
  "market_regime": "volatile",
  "timeframes": [
    "null"
  ],
  "symbols": [
    "Brent Crude / WTI"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [],
  "entry_long": [
    "null"
  ],
  "entry_short": [
    "null"
  ],
  "exit_rules": [
    "null"
  ],
  "filters": [
    "Signal Clustering ('Wall' filter)",
    "Momentum Filter"
  ],
  "stop_loss": "null",
  "take_profit": "null",
  "position_size": "20% of equity per trade",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/12093-quantitative-time-series-discretization-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Time1827-hub/quant-time-matrix-strategy",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}