Extracted algorithm research record
5m UStech 100
Long-only strategy using VWAP, EMA, and Bollinger Bands with specific conditions for entry and exit.
Source & extraction context
Evidence label: source_code (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
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- US Tech 100
- Recorded timeframes
- 5M
- Recorded sessions
- 0940-1605 GMT (Monday to Friday)
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {} | close |
| EMA | {"period": 555} | close |
| Bollinger Bands | {"devDn1": 2, "devDn2": 1.2, "devUp1": 2, "devUp2": 1.2, "length1": 20, "length2": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- VWAP_source > VWAP
- EMA_source > EMA
- ratio > 89
- bbSource > upperBand1
- bbSource > upperBand2
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- (upperBand2 - bbSource) / bbSource > 0.006
Recorded filters
- custom time zone
- session time
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for 5m UStech 100?
Long: VWAP_source > VWAP EMA_source > EMA ratio > 89 bbSource > upperBand1 bbSource > upperBand2 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US Tech 100. Timeframes: 5M. These are source-recorded labels, not verified execution behavior.