Extracted algorithm research record
QuintileRevT
A contrarian system that buys on fresh lows and sells on fresh highs within a 50-bar window, holding for 6 days.
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
- EURUSD
- Recorded timeframes
- H3
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Quantile | {"high_quantile": 0.8, "low_quantile": 0.2} | close |
Extracted strategy rules
Recorded long-entry rules
- current low is below 20th percentile of last 2000 bars excluding current bar
Recorded short-entry rules
- current high is above 80th percentile of last 2000 bars excluding current bar
Recorded exit rules
- hold for 50 H3 bars (about 6 days), close half position at +300 points
Recorded filters
- trade only near round levels
- Stop loss
- null
- Take profit
- close half position at +300 points
- Position sizing
- 0.1 lot
Questions about this record
What entry rules are recorded for QuintileRevT?
Long: current low is below 20th percentile of last 2000 bars excluding current bar Short: current high is above 80th percentile of last 2000 bars excluding current bar These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H3. These are source-recorded labels, not verified execution behavior.