Extracted algorithm research record
Trend-filtered cycle turn
Uses STC crossovers above 25 and below 75 with a VWAP filter for trend confirmation.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- ES, NQ
- Recorded timeframes
- 5M
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| STC | {"cycle_length": 10, "fast_ema": 23, "slow_ema": 50} | close |
| VWAP | {} | null |
| ADX | {"period": 14} | null |
Extracted strategy rules
Recorded long-entry rules
- Price above VWAP AND STC crosses above 25 from below
Recorded short-entry rules
- Price below VWAP AND STC crosses below 75 from above
Recorded exit rules
- STC crosses back below 50
Recorded filters
- VWAP filter
- ADX filter (≥25 adds filtering power)
- Stop loss
- Stop below the most recent swing low
- Take profit
- 1.5× ATR(14) or STC reaching 75, whichever comes first
- Position sizing
- Risk 0.5--1% of account equity per trade
Questions about this record
What entry rules are recorded for Trend-filtered cycle turn?
Long: Price above VWAP AND STC crosses above 25 from below Short: Price below VWAP AND STC crosses below 75 from above These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ES, NQ. Timeframes: 5M. These are source-recorded labels, not verified execution behavior.