Extracted algorithm research record
JPN225 Quiet Drift
Buys when price is leaning up, momentum isn't stretched, and volume is quiet, closing by 17:00 server time.
Source & extraction context
Evidence label: backtest_shown (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
- JPN225, JP225, NIKKEI225
- Recorded timeframes
- M15
- Recorded sessions
- Monday to Friday, 11:15 to 15:00 server time
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 34} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Close is more than half a standard deviation above its 34-bar average
- MACD histogram in ATR units is below 0.2
- Tick volume is below 60% of normal for that time of day (average of the last 20 days)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Closed by 17:00 server time
Recorded filters
- Volume condition uses tick volume, depends on broker's feed
- Stop loss
- 4 ATR
- Take profit
- 3.5 ATR
- Position sizing
- Fixed lot size, average trade moved about $92 in 2022 and about $256 in 2026
Questions about this record
What entry rules are recorded for JPN225 Quiet Drift?
Long: Close is more than half a standard deviation above its 34-bar average MACD histogram in ATR units is below 0.2 Tick volume is below 60% of normal for that time of day (average of the last 20 days) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: JPN225, JP225, NIKKEI225. Timeframes: M15. These are source-recorded labels, not verified execution behavior.