Extracted algorithm research record
RegimeRouter
Classifies market regime using ADX, Hurst exponent, and lag-1 autocorrelation, then trades according to the regime.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|neutral
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ADX | {"period": 25} | close |
| Hurst exponent | {"bars": 256} | log returns |
| Lag-1 autocorrelation | {"threshold": 0.05} | close |
Extracted strategy rules
Recorded long-entry rules
- TREND regime detected
Recorded short-entry rules
- RANGE regime detected
Recorded exit rules
- broker's SL and TP
Recorded filters
- spread filter
- minimum take-profit-to-spread ratio
- optional session filter
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- risk-based, using the broker's tick value and volume step
Questions about this record
What entry rules are recorded for RegimeRouter?
Long: TREND regime detected Short: RANGE regime detected These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, XAUUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.