Extracted algorithm research record
Zeiierman Bands
Asymmetric volatility envelope with adaptive liquidity and mean-reverting regime test.
Source & extraction context
Evidence label: source_code (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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
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
- any
- Recorded timeframes
- daily
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- zScore > -0.75 and zScore[1] <= -0.75
Recorded short-entry rules
- zScore < 0.75 and zScore[1] >= 0.75
Recorded exit rules
- cross through the inner band on the same side
Recorded filters
- mean-reverting regime test
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for Zeiierman Bands?
Long: zScore > -0.75 and zScore[1] <= -0.75 Short: zScore < 0.75 and zScore[1] >= 0.75 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: daily. These are source-recorded labels, not verified execution behavior.