Extracted algorithm research record
Beating-the-SP-500
A long-term system based on a Supersmoother and a 40-period SMA for capital preservation.
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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- SPX
- Recorded timeframes
- M1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Supersmoother | {"period": 8} | close |
| SMA | {"period": 40} | close |
Extracted strategy rules
Recorded long-entry rules
- close > Supersmoother AND Supersmoother > Supersmoother[1]
Recorded short-entry rules
- close CROSSES UNDER SMA[40]
Recorded exit rules
- EXITSHORT 1 CONTRACT AT MARKET; BUY 1 CONTRACT AT MARKET
- SELL AT MARKET; SELLSHORT 1 CONTRACT AT MARKET
Recorded filters
- Not specified in the extracted record.
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Beating-the-SP-500?
Long: close > Supersmoother AND Supersmoother > Supersmoother[1] Short: close CROSSES UNDER SMA[40] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPX. Timeframes: M1. These are source-recorded labels, not verified execution behavior.