# Retail Activity-Based Trend Following

Trend-following strategy based on retail trading activity indicators from one-minute SPY data.

Canonical: https://prismaticalgos.com/compendium/algo/7684-retail-activity-based-trend-following
Record ID: 7684
Catalog rank: 1349 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://quantpedia.com/building-and-testing-trend-following-strategies-on-one-minute-spy-data/
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: SPY
- timeframes: M1
- sessions: full trading day 09:30-16:00 GMT
- market_regime: trending|volatile

## Indicators

- RetailRelative: {}; applied to: close
- RetailBuyOnly: {}; applied to: close

## Recorded long-entry rules

- RetailRelative > MA(20) or RetailBuyOnly > MA(20)

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Held until next trading day 09:30-16:00 GMT or overnight 16:00-09:30 GMT

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: N/A
- Take profit: N/A
- Position sizing: N/A