Extracted algorithm research record
MM10
Strategy based on monthly, weekly, and daily SMA crossovers with volume filter
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
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
- Not specified
- Recorded timeframes
- monthly, weekly, daily
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- close>smaMonth
- close>smaWeek
- volWeek<volWeek[1]
Recorded short-entry rules
- close<smaDay
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- volWeek<volWeek[1]
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for MM10?
Long: close>smaMonth close>smaWeek volWeek<volWeek[1] Short: close<smaDay These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: monthly, weekly, daily. These are source-recorded labels, not verified execution behavior.