Extracted algorithm research record
RavenQuant Daybreak
Intraday volatility-breakout expert advisor for the US500 with VIX and Supertrend 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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Recorded market & execution profile
- Recorded markets
- US500
- Recorded timeframes
- M15
- Recorded sessions
- New York time (09:00-15:30)
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VIX | {} | external |
| Supertrend | {"ATR period": 9, "multiplier": 3.5} | close |
Extracted strategy rules
Recorded long-entry rules
- Opening-range breakout with Supertrend filter
Recorded short-entry rules
- Opening-range breakout with Supertrend filter
Recorded exit rules
- Breakeven + trailing stop
Recorded filters
- VIX long-only after spike (+2.5%)
- M15 Supertrend filter
- Stop loss
- Hard stop loss on every trade
- Take profit
- 2.4
- Position sizing
- Lot per balance
Questions about this record
What entry rules are recorded for RavenQuant Daybreak?
Long: Opening-range breakout with Supertrend filter Short: Opening-range breakout with Supertrend filter These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500. Timeframes: M15. These are source-recorded labels, not verified execution behavior.