Extracted algorithm research record

Screener Strategy

Filters for range-bound markets using SMA and IV percentile

Record 3963 · Catalog rank 2,504 · Unclassified · Subtype not recorded · Snapshot 2026-10-31 15:46 UTC

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.

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Extraction warnings

No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.

Recorded market & execution profile

Recorded markets: Not specified
Recorded timeframes: Not specified
Recorded sessions: Not specified
Recorded regime: ranging

Recorded indicators & parameters

Extracted indicator stack
Indicator	Parameters	Applied to
SMA	`{"period": 50}`	close
SMA	`{"period": 200}`	close
Annualized Volatility	`{"length": 252}`	close

SMA Trading Algorithms

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

Not specified in the extracted record.

Recorded filters

close > sma50 * 0.95 AND close < sma50 * 1.05
close > sma200
close > sma50 * 0.95 AND close < sma50 * 1.05
average[20](close*volume) > 10000000
annualizedVolatility > annualizedVolatility[i]

Stop loss: null
Take profit: null
Position sizing: null

Questions about this record

What entry rules are recorded for Screener Strategy?

Long: Not specified. Short: Not specified. These are unverified extracted rules.

Which markets and timeframes are recorded?

Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.