Extracted algorithm research record
EURUSD Mean Reversion
Enters trades when price breaks beyond extreme highs or lows on weekly timeframe, confirmed by daily moving averages and a statistical model.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
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
- EURUSD
- Recorded timeframes
- W1, D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 12} | high, low, open, close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- daily_close[0] < low_ma_reading[0]
- daily_open_ma_reading[0] < daily_close_ma_reading[0]
- model_outputs[0] > 1
Recorded short-entry rules
- daily_close[0] > high_ma_reading[0]
- daily_open_ma_reading[0] > daily_close_ma_reading[0]
- model_outputs[0] < 1
Recorded exit rules
- not specified in the source
Recorded filters
- Not specified in the extracted record.
- Stop loss
- bid - stop_width for long, ask + stop_width for short
- Take profit
- bid + stop_width for long, ask - stop_width for short
- Position sizing
- RISK
Questions about this record
What entry rules are recorded for EURUSD Mean Reversion?
Long: daily_close[0] < low_ma_reading[0] daily_open_ma_reading[0] < daily_close_ma_reading[0] model_outputs[0] > 1 Short: daily_close[0] > high_ma_reading[0] daily_open_ma_reading[0] > daily_close_ma_reading[0] model_outputs[0] < 1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: W1, D1. These are source-recorded labels, not verified execution behavior.