Extracted algorithm research record
Retail Activity-Based Trend Following
Trend-following strategy based on retail trading activity indicators from one-minute SPY data.
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
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
- SPY
- Recorded timeframes
- M1
- Recorded sessions
- full trading day 09:30-16:00 GMT
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RetailRelative | {} | close |
| RetailBuyOnly | {} | close |
Extracted strategy rules
Recorded long-entry rules
- RetailRelative > MA(20) or RetailBuyOnly > MA(20)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Held until next trading day 09:30-16:00 GMT or overnight 16:00-09:30 GMT
Recorded filters
- Not specified in the extracted record.
- Stop loss
- N/A
- Take profit
- N/A
- Position sizing
- N/A
Questions about this record
What entry rules are recorded for Retail Activity-Based Trend Following?
Long: RetailRelative > MA(20) or RetailBuyOnly > MA(20) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPY. Timeframes: M1. These are source-recorded labels, not verified execution behavior.