Extracted algorithm research record
Monotonic Queue RBF Money Management
Uses Monotonic Queue for real-time volatility tracking and RBF for non-linear risk validation.
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
Claim warnings
- VERY THIN SAMPLE: 16 trades. Performance figures over so few trades are indistinguishable from luck.
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.
Recorded market & execution profile
- Recorded markets
- GBP/JPY
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Monotonic Queue | {"window": "m_window_size"} | high, low |
| RSI | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- position size is scaled based on volatility and RBF output
Questions about this record
What entry rules are recorded for Monotonic Queue RBF Money Management?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBP/JPY. Timeframes: any. These are source-recorded labels, not verified execution behavior.