Extracted algorithm research record
Tuesday Reversal Strategy
Buys stocks that have closed more than 1% below their opening price on Monday and are above their 200-day SMA, exiting on a rebound or after 10 bars.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Nasdaq 100 stocks, S&P 500 stocks
- Recorded timeframes
- D1
- Recorded sessions
- Any session
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- Day of the week is Monday
- Close[0] < 0.99 × Open[0]
- Close[0] > SMA(200)[1]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Close[0] > Close[2]
- Holding limit of 10 daily bars
Recorded filters
- Position score formula: 1 - 5-period ROC
- Selects stocks with the weakest recent performance
- Stop loss
- disabled
- Take profit
- disabled
- Position sizing
- up to 10 positions
Questions about this record
What entry rules are recorded for Tuesday Reversal Strategy?
Long: Day of the week is Monday Close[0] < 0.99 × Open[0] Close[0] > SMA(200)[1] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq 100 stocks, S&P 500 stocks. Timeframes: D1. These are source-recorded labels, not verified execution behavior.