# SP500 Optimizer 5min Strategy

A small time frame strategy that attempts to enter the market and take profit quickly while allowing for quick reversals if the position becomes unprofitable.

Canonical: https://prismaticalgos.com/compendium/algo/1360-sp500-optimizer-5min-strategy
Record ID: 1360
Catalog rank: 2986 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Unclassified (?)
Source: https://www.prorealcode.com/prorealtime-trading-strategies/sp500-optimizer-5min-strategy/
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## 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.

## Recorded profile

- symbols: SP500
- timeframes: 5M
- sessions: Not specified
- market_regime: any

## Indicators

- average: {"offset": 4, "period": 11}; applied to: close
- average: {"offset": 4, "period": 13}; applied to: close
- average: {"period": 3}; applied to: close

## Recorded long-entry rules

- fast > medium

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- longonmarket and close >= positionprice + pointsp and close < close[1]
- longonmarket and close <= positionprice - pointsb
- shortonmarket and close <= positionprice - pointsp and close > close[1]
- shortonmarket and close >= positionprice + pointsb

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: SELLSHORT possize*2 CONTRACT AT MARKET if shortonmarket and close >= positionprice + pointsb
- Take profit: SET TARGET pPROFIT 50
- Position sizing: possize = 1