Extracted algorithm research record
ConnorsRSI
ConnorsRSI is a mean-reversion oscillator combining RSI, streak RSI, and ROC percentile rank.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- ES, NQ, CL, GC, ZN, ZB
- Recorded timeframes
- daily, 5-minute, 15-minute, hourly
- Recorded sessions
- any
- Recorded regime
- ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 3} | close |
| RSI | {"period": 2} | streakVal |
| PercentRank | {"period": 100} | ROC(1) |
Extracted strategy rules
Recorded long-entry rules
- Price above 200-period SMA
- ConnorsRSI below 10
- ConnorsRSI crosses above 10
Recorded short-entry rules
- Price below 200-period SMA
- ConnorsRSI above 90
- ConnorsRSI crosses below 90
Recorded exit rules
- ConnorsRSI reaches 50-60
- Price hits 2:1 reward-risk target
Recorded filters
- 200-period SMA
- ADX (above 25-30)
- ATR expansion (1.5-2.0x 20-bar median ATR)
- VIX (above 20-25)
- Stop loss
- Below the most recent swing low, or 1-1.5 ATR below entry
- Take profit
- 2:1 reward-risk target
- Position sizing
- Plan fills conservatively, 1-lot trade with 1-tick slippage
Questions about this record
What entry rules are recorded for ConnorsRSI?
Long: Price above 200-period SMA ConnorsRSI below 10 ConnorsRSI crosses above 10 Short: Price below 200-period SMA ConnorsRSI above 90 ConnorsRSI crosses below 90 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ES, NQ, CL, GC, ZN, ZB. Timeframes: daily, 5-minute, 15-minute, hourly. These are source-recorded labels, not verified execution behavior.