Extracted algorithm research record
Matrix Arbitrage System
A system that calculates fair values for currency pairs and trades based on deviations from these values.
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
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 market & execution profile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- discrepancy > MinDiscrepancy
Recorded short-entry rules
- discrepancy < -MinDiscrepancy
Recorded exit rules
- target profit reached
Recorded filters
- Not specified in the extracted record.
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- adaptive based on volatility and pip value
Questions about this record
What entry rules are recorded for Matrix Arbitrage System?
Long: discrepancy > MinDiscrepancy Short: discrepancy < -MinDiscrepancy These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, USDJPY, GBPUSD, EURGBP, EURJPY, GBPJPY, AUDUSD, NZDUSD, USDCAD, EURCHF, GBPCAD, GBCHF. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.