Extracted algorithm research record
Zenthium US100
Trades the breakout of the New York session opening range on the Nasdaq 100 index.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
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
- US100, USTEC, NAS100
- Recorded timeframes
- M15
- Recorded sessions
- New York open 09:30-09:45 GMT
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Buy Stop order at the top of the box
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Stop Loss always active at the middle of the box
- Take Profit equal to the box size
- Dynamic ATR-based trailing stop
- Linear regression (least squares) to remove Take Profit if the intraday trend is strong and clean, otherwise secure the profit
- Daily regime filter to switch to fixed-TP management when the daily trend is weak
Recorded filters
- Skips boxes that are too small relative to daily volatility (ATR)
- Does not buy after a strong weekly drop in the index
- Does not trade after an indecision day ('flat day')
- Does not chase price if it already broke out before the order is placed
- Stop loss
- middle of the box
- Take profit
- equal to the box size
- Position sizing
- 0.5%–1% per trade
Questions about this record
What entry rules are recorded for Zenthium US100?
Long: Buy Stop order at the top of the box Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US100, USTEC, NAS100. Timeframes: M15. These are source-recorded labels, not verified execution behavior.