Extracted algorithm research record
CUSUM Trend
CUSUM on HMA residuals to detect regime changes with adaptive bands and arrow signals.
Source & extraction context
Evidence label: source_code (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
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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Hull Moving Average | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- bullStart = regime = 1 AND regime[1] <> 1
Recorded short-entry rules
- bearStart = regime = -1 AND regime[1] <> -1
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for CUSUM Trend?
Long: bullStart = regime = 1 AND regime[1] <> 1 Short: bearStart = regime = -1 AND regime[1] <> -1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.