{
  "id": 2137,
  "rank": 2737,
  "name": "Embarrassed breakout strategy",
  "aka": [],
  "family": "B",
  "subtype": "B2",
  "one_liner": "Buys when the close is above the previous high and above a 9-period EMA with a high RSI, and sells short when the close is below the previous high and below a 9-period EMA with a low RSI.",
  "market_regime": "any",
  "timeframes": [
    "M15"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "London open 08:00-11:00 GMT"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "xRSI",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "xATR",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "OpenTime = 080000",
    "Close < High[1]",
    "Close > Low[1]",
    "Close > EMA9",
    "xRSI > 50"
  ],
  "entry_short": [
    "OpenTime = 080000",
    "Close < High[1]",
    "Close > Low[1]",
    "Close < EMA9",
    "xRSI < 50"
  ],
  "exit_rules": [
    "Set Target Profit xATR[1] * PipSize"
  ],
  "filters": [],
  "stop_loss": "Set Stop Loss (xATR + 15) * PipSize if xATR < 20, else Set Stop Loss (xATR + 30) * PipSize",
  "take_profit": "Set Target Profit xATR[1] * PipSize",
  "position_size": "1 Contract",
  "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/2137-embarrassed-breakout-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/embarrassed-breakout-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."
}