Extracted algorithm research record
IbsMeanReversionBot-Optimisedv2
Buys short-term panic in a long-term uptrend and sells the bounce using IBS and RSI(2) signals.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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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
- US100 (Nasdaq 100 CFD)
- Recorded timeframes
- D1
- Recorded sessions
- Anytime, as trades are held overnight
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| IBS | {} | close |
| RSI(2) | {} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- IBS < 0.2 AND RSI(2) < 10 AND price above 200-day SMA
- IBS < 0.2 AND RSI(2) < 10
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- IBS crosses above 0.8
- price closes above previous day's high
- time-based stop after 7 days
- catastrophe stop (3x ATR(14))
Recorded filters
- 200-day SMA filter
- Volatility filter (3x 50-day average ATR)
- Single position at a time
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Position size cap to prevent oversized positions during calm markets
Questions about this record
What entry rules are recorded for IbsMeanReversionBot-Optimisedv2?
Long: IBS < 0.2 AND RSI(2) < 10 AND price above 200-day SMA IBS < 0.2 AND RSI(2) < 10 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US100 (Nasdaq 100 CFD). Timeframes: D1. These are source-recorded labels, not verified execution behavior.