Extracted algorithm research record
AnabasisXAU
Buys pullbacks in rising gold and sells rallies in falling gold with M15, H1, and US bond trend filters.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M15
- Recorded sessions
- 24/7
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
| ATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- M15 20 SMA is sloping; price pulls back to it and then breaks the previous bar's high (or low)
Recorded short-entry rules
- ...
Recorded exit rules
- Stop loss 0.5 × daily ATR; stop moves to entry + 0.02 × ATR at 0.3 × ATR profit; all closed by 20:45 UTC
Recorded filters
- M15 20 SMA is sloping; price pulls back to it and then breaks the previous bar's high (or low)
- H1 fractal Dow structure points the same way
- 20-day trend of US Treasury bond prices (IEF) points the same way
- Stop loss
- 0.5 × daily ATR
- Take profit
- Stop moves to entry + 0.02 × ATR at 0.3 × ATR profit
- Position sizing
- lot × 2 on days after an inside day (ID_LotMult = 1.0 disables it)
Questions about this record
What entry rules are recorded for AnabasisXAU?
Long: M15 20 SMA is sloping; price pulls back to it and then breaks the previous bar's high (or low) Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.