Extracted algorithm research record
Yen Range Breakout
Breaks the range of the Asian-session hours and enters in the direction of the breakout.
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
- THIN SAMPLE: 41 trades - below the ~100 needed before a win rate or profit factor carries much information.
- 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 timeframes
- H1
- Recorded sessions
- Asian-session hours
- 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
- Confirming bar close above the range of preceding Asian-session bars
Recorded short-entry rules
- Confirming bar close below the range of preceding Asian-session bars
Recorded exit rules
- Fixed stop loss and take profit from the actual entry price
Recorded filters
- Range-width filter based on the daily ATR
- Stop loss
- Stop levels respect the broker's minimum distance
- Take profit
- Fixed take profit in pips
- Position sizing
- Fixed lot size or risk percent lot size based on the stop distance
Questions about this record
What entry rules are recorded for Yen Range Breakout?
Long: Confirming bar close above the range of preceding Asian-session bars Short: Confirming bar close below the range of preceding Asian-session bars These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY, GBPJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.