Extracted algorithm research record
Index Rebound Professional
A short-term mean-reversion strategy that buys stock indices on the morning after a sharp sell-off and exits the same day.
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
- THIN SAMPLE: 86 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- GER40, US500
- Recorded timeframes
- any
- Recorded sessions
- 09:00-17:00 Berlin time for GER40, 09:00-15:30 New York time for US500
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | daily close |
Extracted strategy rules
Recorded long-entry rules
- 2-period RSI of the last daily candle is below 10
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Exit at 17:00 Berlin time for GER40, 15:30 New York time for US500, or at the stop loss
Recorded filters
- max total open risk of the account 1.5%
- daily loss guard 2.5%
- Stop loss
- one daily ATR(14) below the entry price
- Take profit
- Not specified
- Position sizing
- Lot size from a fixed percentage of equity at the stop loss
Questions about this record
What entry rules are recorded for Index Rebound Professional?
Long: 2-period RSI of the last daily candle is below 10 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GER40, US500. Timeframes: any. These are source-recorded labels, not verified execution behavior.