{
  "id": 12501,
  "rank": 1832,
  "name": "Tuesday Reversal Strategy",
  "aka": [
    "Turnaround Tuesday Strategy"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "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.",
  "market_regime": "volatile",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "Nasdaq 100 stocks",
    "S&P 500 stocks"
  ],
  "sessions": [
    "Any session"
  ],
  "indicators": [
    {
      "name": "SMA",
      "params": {
        "period": 200
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Day of the week is Monday",
    "Close[0] < 0.99 × Open[0]",
    "Close[0] > SMA(200)[1]"
  ],
  "entry_short": [],
  "exit_rules": [
    "Close[0] > Close[2]",
    "Holding limit of 10 daily bars"
  ],
  "filters": [
    "Position score formula: 1 - 5-period ROC",
    "Selects stocks with the weakest recent performance"
  ],
  "stop_loss": "disabled",
  "take_profit": "disabled",
  "position_size": "up to 10 positions",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "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."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/12501-tuesday-reversal-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://strategyquant.com/blog/tuesday-reversal-strategy-tested-on-nasdaq-100-and-sp-500-stocks/",
  "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."
}