Extracted algorithm research record
Nagi Carry
Buys GBPJPY/AUDCHF on RSI oversold-recovery, averages with a depth-capped nampin ladder, closes the basket at a fixed ATR target.
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 timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- price crosses above the RSI(14) oversold level, then recovers
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- closes the basket at a single ATR-proportional take-profit level measured from the average entry price
Recorded filters
- CFTC COT positioning filter (public, weekly futures-market data) skips new entries when speculative positioning in GBPJPY/AUDCHF is heavily one-sided
- Stop loss
- basket-wide ATR-based hard stop force-closes the entire position once the nampin depth cap is reached
- Take profit
- closes the basket at a single ATR-proportional take-profit level measured from the average entry price
- Position sizing
- win/loss-streak-based position sizing, capped between 0.4x and 2.2x
Questions about this record
What entry rules are recorded for Nagi Carry?
Long: price crosses above the RSI(14) oversold level, then recovers Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPJPY, AUDCHF. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.