Extracted algorithm research record
DSU-DBN Breakout Strategy
Uses Disjoint Set Union and Deep Belief Network to identify and validate volatility clusters for breakout trading.
Source & extraction context
Evidence label: backtest_shown (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.
Extraction warnings
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- 4H
- Recorded sessions
- any
- Recorded regime
- volatile|breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CiATR | {} | close |
| CiBands | {"deviations": 2.0, "mode": "PRICE_CLOSE"} | close |
Extracted strategy rules
Recorded long-entry rules
- dsu_val > 0.0
- DBNForwardPass(dsu_val) >= m_dbn_threshold
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- news filter
- high-liquidity environments
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for DSU-DBN Breakout Strategy?
Long: dsu_val > 0.0 DBNForwardPass(dsu_val) >= m_dbn_threshold Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 4H. These are source-recorded labels, not verified execution behavior.