# CAC40 Tuesday Long Strategy

Buys CAC40 on Tuesday mornings when the close is below the 65-period average and exits on Wednesday afternoons.

Canonical: https://prismaticalgos.com/compendium/algo/2809-cac40-tuesday-long-strategy
Record ID: 2809
Catalog rank: 2588 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Unclassified (?)
Source: https://www.prorealcode.com/topic/discussing-the-cac40-tuesday-long-strategy/
Evidence label (unverified): source_code

## 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

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 profile

- symbols: CAC40
- timeframes: daily
- sessions: Tuesday 09:00-17:30 GMT
- market_regime: any

## Indicators

- average: {"period": 65}; applied to: close

## 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.

## Recorded exit rules

- dayofweek = 3 and time = 173000

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: 2%
- Take profit: Not specified
- Position sizing: 1 contract