Extracted algorithm research record
GGT Index Reversion
Buys when the 2-period RSI is below 5 and the price is above its 200-day average, selling at the first close above the 5-day average.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- VERY THIN SAMPLE: 25 trades. Performance figures over so few trades are indistinguishable from luck.
Recorded market & execution profile
- Recorded markets
- US500, USTEC
- Recorded timeframes
- H1
- Recorded sessions
- New York close 16:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| SMA | {"period": 200} | close |
| SMA | {"period": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- 2-period RSI < 5
- price > 200-day SMA
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- first close > 5-day SMA
Recorded filters
- max spread 0.05%
- catastrophe stop 15% below entry
- Stop loss
- 15% below entry
- Take profit
- none
- Position sizing
- account equity x 'Position size' / value of 1 lot, default 1.0
Questions about this record
What entry rules are recorded for GGT Index Reversion?
Long: 2-period RSI < 5 price > 200-day SMA Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500, USTEC. Timeframes: H1. These are source-recorded labels, not verified execution behavior.