Extracted algorithm research record
ATLAS PORTFOLIO
A diversified trend-following portfolio across USDJPY, GBPJPY, EURJPY, BTCUSD, and ETHUSD using Donchian breakout and long-term trend filters.
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
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
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {} | close |
| ATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- USDJPY, GBPJPY, EURJPY: Donchian channel breakout
- BTCUSD, ETHUSD: Donchian channel breakout with long-term trend filter
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- ATR-based trailing stop
- Maximum holding period for USDJPY, GBPJPY, EURJPY
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- defined stop-loss from the moment it is opened
- Take profit
- null
- Position sizing
- risk-based position sizing
Questions about this record
What entry rules are recorded for ATLAS PORTFOLIO?
Long: USDJPY, GBPJPY, EURJPY: Donchian channel breakout BTCUSD, ETHUSD: Donchian channel breakout with long-term trend filter Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY, GBPJPY, EURJPY, BTCUSD, ETHUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.