Extracted algorithm research record
DAX P 1d CCI Mean Reversion
Buys when 18-period CCI drops below -147, with fixed stop loss and ATR-based take profit.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 85.0/100. 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
- THIN SAMPLE: 65 trades - below the ~100 needed before a win rate or profit factor carries much information.
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- ^GDAXI
- Recorded timeframes
- 1d
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 18} | close |
| ATR | {"period": 20} | high-low |
Extracted strategy rules
Recorded long-entry rules
- NOT LONGONMARKET AND CCI[18] < -147
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- SET STOP %LOSS (6.7)
- SET TARGET PROFIT (4.7 * AVERAGETRUERANGE[20])
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 6.7% of entry price
- Take profit
- 4.7 times 20-period ATR
- Position sizing
- null
Questions about this record
What entry rules are recorded for DAX P 1d CCI Mean Reversion?
Long: NOT LONGONMARKET AND CCI[18] < -147 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ^GDAXI. Timeframes: 1d. These are source-recorded labels, not verified execution behavior.