{
  "id": 1354,
  "rank": 2984,
  "name": "AU_FTSEMIB",
  "aka": [
    "andrea_unger_FTSEMIB.itf"
  ],
  "family": null,
  "subtype": null,
  "one_liner": "Buy FTSE MIB at 5:30 PM if the next day's open is below the previous day's close and the previous day's close is below the two previous days' lowest close, then sell at 9:30 AM the next day.",
  "market_regime": "trending|ranging|volatile|breakout|null",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "FTSE MIB"
  ],
  "sessions": [
    "London open 09:30-17:30 GMT"
  ],
  "indicators": [],
  "entry_long": [
    "priceopen < DClose(1) and (priceclose <= Min(Dlow(1), Dlow(2)))"
  ],
  "entry_short": [],
  "exit_rules": [
    "timexit then sell at market"
  ],
  "filters": [],
  "stop_loss": null,
  "take_profit": null,
  "position_size": "size = 5",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/1354-au-ftsemib",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/ftse-mib-night-strategy/",
  "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."
}