Extracted algorithm research record
btc_fear_accumulation_v1
Long BTC when daily RSI drops below 30 and exchange net outflow exceeds 5000 BTC over 48 hours, scale in with 3 batches, stop loss at 8% below average entry, take profit at +15% and +30%.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Claim warnings
- HIGH PROFIT FACTOR: claimed 3.21. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
- VERY THIN SAMPLE: 22 trades. Performance figures over so few trades are indistinguishable from luck.
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
- BTC/USDT
- Recorded timeframes
- 1D
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| exchange_netflow | {"asset": "BTC", "hours": 48} | volume |
Extracted strategy rules
Recorded long-entry rules
- RSI(BTC, 1D) < 30
- exchange_netflow(24h) < -5000
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Close half at +15%
- Close remaining at +30%
Recorded filters
- no_entry_within: 24h_of_FOMC
- Stop loss
- entry_price × 0.92
- Take profit
- close half at +15%, rest at +30%
- Position sizing
- 3 batches, each 10% of portfolio
Questions about this record
What entry rules are recorded for btc_fear_accumulation_v1?
Long: RSI(BTC, 1D) < 30 exchange_netflow(24h) < -5000 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/USDT. Timeframes: 1D. These are source-recorded labels, not verified execution behavior.