{
  "id": 2030,
  "rank": 2816,
  "name": "Go with the Momentum",
  "aka": [
    "Simple Momentum Strategy"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "A simple momentum strategy using price action and filters for entry and exit on NASDAQ, 5-minute timeframe.",
  "market_regime": "trending",
  "timeframes": [
    "5 min"
  ],
  "symbols": [
    "NASDAQ"
  ],
  "sessions": [
    "08:05-08:05 + 2500 bars"
  ],
  "indicators": [
    {
      "name": "Momentum",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    },
    {
      "name": "Average",
      "params": {
        "period": 100,
        "count": 8
      },
      "applied_to": "close"
    },
    {
      "name": "Average",
      "params": {
        "period": 110,
        "count": 8
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 20,
        "stddev": 2,
        "matype": 1
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Close > Close[1] AND Close[1] > Close[2] AND Close[2] > Close[3] AND Close[4] > Close[5]",
    "PxMomentum",
    "opendayofweek <> 2",
    "F1"
  ],
  "entry_short": [
    "null"
  ],
  "exit_rules": [
    "myrsiM5<30 and barindex-tradeindex>1 and longonmarket and close>positionprice",
    "myrsiM5>70 and barindex-tradeindex>1 and shortonmarket and close<positionprice"
  ],
  "filters": [
    "UpTrend",
    "Day of week code to reduce drawdown"
  ],
  "stop_loss": "Set Stop $Loss 140",
  "take_profit": "Trailing stop based on RSI",
  "position_size": "1",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2030-go-with-the-momentum",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/simple-momentum-strategy/",
  "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."
}