{
  "id": 2254,
  "rank": 2777,
  "name": "Trend-filtered cycle turn",
  "aka": [
    "Strategy 1",
    "Primary trend-filtered cycle turn strategy"
  ],
  "family": "B",
  "subtype": "B3",
  "one_liner": "Uses STC crossovers above 25 and below 75 with a VWAP filter for trend confirmation.",
  "market_regime": "trending",
  "timeframes": [
    "5M"
  ],
  "symbols": [
    "ES",
    "NQ"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "STC",
      "params": {
        "fast_ema": 23,
        "slow_ema": 50,
        "cycle_length": 10
      },
      "applied_to": "close"
    },
    {
      "name": "VWAP",
      "params": {},
      "applied_to": "null"
    },
    {
      "name": "ADX",
      "params": {
        "period": 14
      },
      "applied_to": "null"
    }
  ],
  "entry_long": [
    "Price above VWAP AND STC crosses above 25 from below"
  ],
  "entry_short": [
    "Price below VWAP AND STC crosses below 75 from above"
  ],
  "exit_rules": [
    "STC crosses back below 50"
  ],
  "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_size": "Risk 0.5--1% of account equity per trade",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2254-trend-filtered-cycle-turn",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://nexusfi.com/a/indicators/schaff-trend-cycle-stc",
  "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."
}