{
  "id": 1315,
  "rank": 2982,
  "name": "Beating-the-SP-500",
  "aka": [
    "Beating the S&P 500 - Long Term"
  ],
  "family": "A",
  "subtype": "A9",
  "one_liner": "A long-term system based on a Supersmoother and a 40-period SMA for capital preservation.",
  "market_regime": "any",
  "timeframes": [
    "M1"
  ],
  "symbols": [
    "SPX"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "Supersmoother",
      "params": {
        "period": 8
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 40
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close > Supersmoother AND Supersmoother > Supersmoother[1]"
  ],
  "entry_short": [
    "close CROSSES UNDER SMA[40]"
  ],
  "exit_rules": [
    "EXITSHORT 1 CONTRACT AT MARKET; BUY 1 CONTRACT AT MARKET",
    "SELL AT MARKET; SELLSHORT 1 CONTRACT AT MARKET"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "1 CONTRACT",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "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."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1315-beating-the-sp-500",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/beating-sp-500-long-term/",
  "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."
}