Extracted algorithm research record
CAC40 Tuesday Long Strategy
Buys CAC40 on Tuesday mornings when the close is below the 65-period average and exits on Wednesday afternoons.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
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
- CAC40
- Recorded timeframes
- daily
- Recorded sessions
- Tuesday 09:00-17:30 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| average | {"period": 65} | close |
Extracted strategy rules
Recorded long-entry rules
- close < average[65](close)
- dayofweek = 2 and time = 090000
- dlow(0) > dlow(1) or dhigh(0) > dhigh(1)
- not onmarket
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- dayofweek = 3 and time = 173000
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 2%
- Take profit
- Not specified
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for CAC40 Tuesday Long Strategy?
Long: close < average[65](close) dayofweek = 2 and time = 090000 dlow(0) > dlow(1) or dhigh(0) > dhigh(1) not onmarket Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: CAC40. Timeframes: daily. These are source-recorded labels, not verified execution behavior.