Extracted algorithm research record
Simple-mean-reversion-IBEX
Enters long positions when the close price is between two moving averages and the lows are increasing, exits when the close price rises from the previous close.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
- IBEX35
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| average | {"period": 100} | close |
| average | {"period": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- Close > i1 AND Close < i2 AND Low[3] > Low[2] AND Low[2] > Low[1] AND Low[1] > Low
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- LongOnMarket AND Close > Close[1]
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- 1 CONTRACTS
Questions about this record
What entry rules are recorded for Simple-mean-reversion-IBEX?
Long: Close > i1 AND Close < i2 AND Low[3] > Low[2] AND Low[2] > Low[1] AND Low[1] > Low Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: IBEX35. Timeframes: D1. These are source-recorded labels, not verified execution behavior.