Extracted algorithm research record
MR Swing
A regime-adaptive mean-reversion swing trading system using Value Charts and David Varadi Oscillator.
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
- SPY, QQQ, DIA, IWM, QQQ, QQQ
- Recorded timeframes
- M15, H1, D1
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Value Chart | {"period": 5, "volatility_constant": 0.16} | low |
| David Varadi Oscillator (DVO) | {"rank_period": 252, "smooth_period": 5, "theta_buffer": "calculated"} | close |
| Short-Term Volume and Price Oscillator (SVAPO) | {"period": 8} | close |
Extracted strategy rules
Recorded long-entry rules
- Value Chart low reaches -7.5
- DVO < 0.40
Recorded short-entry rules
- Value Chart high reaches 7.5
- DVO > 0.70
Recorded exit rules
- SVAPO > 0.0
- SVAPO < 0.0
Recorded filters
- Hysteresis Channel
- Volume and Price Trend
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for MR Swing?
Long: Value Chart low reaches -7.5 DVO < 0.40 Short: Value Chart high reaches 7.5 DVO > 0.70 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPY, QQQ, DIA, IWM, QQQ, QQQ. Timeframes: M15, H1, D1. These are source-recorded labels, not verified execution behavior.