Extracted algorithm research record
NightAnchor
Night-session mean-reversion system trading up to 20 forex pairs
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- HIGH WIN RATE: claimed 92.1%. Attainable, but nearly always by banking many small wins against rare large losses - check the payoff ratio and the worst single trade before trusting it.
- HIGH PROFIT FACTOR: claimed 4.91. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
Recorded market & execution profile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- buy limit below price
Recorded short-entry rules
- sell limit above price
Recorded exit rules
- time-decay exit ladder gradually lowers the target
Recorded filters
- news filter off by default
- max spread 3x daily range
- currency propagation mode
- Stop loss
- 40-80 pips
- Take profit
- 8-11 pips
- Position sizing
- fixed 0.01 lot, risk 1-3 percent per leg, or fully manual
Questions about this record
What entry rules are recorded for NightAnchor?
Long: buy limit below price Short: sell limit above price These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDCHF, EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCAD, USDJPY, USDCHF, EURJPY, GBPJPY, AUDJPY, NZDJPY. Timeframes: M5. These are source-recorded labels, not verified execution behavior.