{
  "id": 7684,
  "rank": 1349,
  "name": "Retail Activity-Based Trend Following",
  "aka": [
    "Retail Trend Following",
    "Intraday Trend Following"
  ],
  "family": "A",
  "subtype": "A1",
  "one_liner": "Trend-following strategy based on retail trading activity indicators from one-minute SPY data.",
  "market_regime": "trending|volatile",
  "timeframes": [
    "M1"
  ],
  "symbols": [
    "SPY"
  ],
  "sessions": [
    "full trading day 09:30-16:00 GMT"
  ],
  "indicators": [
    {
      "name": "RetailRelative",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "RetailBuyOnly",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "RetailRelative > MA(20) or RetailBuyOnly > MA(20)"
  ],
  "entry_short": [
    "N/A"
  ],
  "exit_rules": [
    "Held until next trading day 09:30-16:00 GMT or overnight 16:00-09:30 GMT"
  ],
  "filters": [
    "N/A"
  ],
  "stop_loss": "N/A",
  "take_profit": "N/A",
  "position_size": "N/A",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/7684-retail-activity-based-trend-following",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://quantpedia.com/building-and-testing-trend-following-strategies-on-one-minute-spy-data/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}