# Trend-filtered cycle turn

Uses STC crossovers above 25 and below 75 with a VWAP filter for trend confirmation.

Canonical: https://prismaticalgos.com/compendium/algo/2254-trend-filtered-cycle-turn
Record ID: 2254
Catalog rank: 2777 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://nexusfi.com/a/indicators/schaff-trend-cycle-stc
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: ES, NQ
- timeframes: 5M
- sessions: Not specified
- market_regime: trending

## Indicators

- STC: {"cycle_length": 10, "fast_ema": 23, "slow_ema": 50}; applied to: close
- VWAP: {}; applied to: null
- ADX: {"period": 14}; applied to: null

## 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)

## Risk controls

- 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