Extracted algorithm research record
003 - Weekly Day Reversal
Analyzes the direction of the previous trading day to open positions based on continuation or reversal on the following day.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Recorded market & execution profile
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | 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
- Stop Loss and Take Profit based on ATR and risk settings
Recorded filters
- ATR Filter
- Stop loss
- kDailyATR * ATR
- Take profit
- rrTP * Stop Loss
- Position sizing
- % Risk from Start Balance or Fixed Lot
Questions about this record
What entry rules are recorded for 003 - Weekly Day Reversal?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, XAUUSD, SP500. Timeframes: D1. These are source-recorded labels, not verified execution behavior.