Extracted algorithm research record
Yen Regime Overnight
An overnight strategy on USDJPY and EURJPY, buying at 23:00 Japan time and exiting at 09:53 next morning, with a hard stop at 0.5 x ATR(14) of the daily chart.
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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded timeframes
- D1
- Recorded sessions
- 23:00-09:53 Japan time
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- 23:00 Japan time
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- 09:53 next morning
Recorded filters
- regime filter on USDJPY
- Stop loss
- 0.5 x ATR(14) of the daily chart
- Take profit
- Not specified
- Position sizing
- 0.75% of equity per trade, capped at 2.0%
Questions about this record
What entry rules are recorded for Yen Regime Overnight?
Long: 23:00 Japan time Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY, EURJPY. Timeframes: D1. These are source-recorded labels, not verified execution behavior.