Extracted algorithm research record
Dow Kumo Breakout
A long-only strategy that combines a breakout above a 600-period moving average with a trend filter based on the Ichimoku cloud.
Source & extraction context
Evidence label: source_code (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
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
- Dow Jones
- Recorded timeframes
- 1H
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MA | {"period": 600} | close |
| Ichimoku | {} | high, low |
Extracted strategy rules
Recorded long-entry rules
- Price crosses above the MA600.
- Price closes above the top of the Ichimoku cloud.
- No position is already open.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Price closes below the MA600.
- Price closes below the bottom of the Ichimoku cloud.
Recorded filters
- no filters
- Stop loss
- no fixed stop-loss
- Take profit
- TP1: +8 ATR → close 1 contract. TP2: +20 ATR → close the remaining contract.
- Position sizing
- 2 contracts
Questions about this record
What entry rules are recorded for Dow Kumo Breakout?
Long: Price crosses above the MA600. Price closes above the top of the Ichimoku cloud. No position is already open. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Dow Jones. Timeframes: 1H. These are source-recorded labels, not verified execution behavior.