Extracted algorithm research record
SP 500 Index Dual Grid Premium
Automated trading robot for US500/SP500 with four independent trading components and auto-hedging.
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 markets
- US500, SPX500, SP500, US500Cash
- Recorded timeframes
- any
- Recorded sessions
- Not specified
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"period": null} | close |
| CCI | {"period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- close above the upper Bollinger Bands
Recorded short-entry rules
- CCI trend filter, independent of buy leg
Recorded exit rules
- take-profit target reached
- CCI trend-reversal signal
Recorded filters
- CCI-triggered hedge sell and hedge buy
- Stop loss
- no default stop-loss for buy leg
- Take profit
- target based on first position's entry price or volume-weighted average
- Position sizing
- lot size increases by a fixed amount per layer, margin-level floor
Questions about this record
What entry rules are recorded for SP 500 Index Dual Grid Premium?
Long: close above the upper Bollinger Bands Short: CCI trend filter, independent of buy leg These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500, SPX500, SP500, US500Cash. Timeframes: any. These are source-recorded labels, not verified execution behavior.