Extracted algorithm research record
AegisEURUSD
A regime-gated mean-reversion system for EURUSD using RSI(3) extremes, a Variance-Ratio filter, and bounded, staged position management.
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
- H1
- Recorded sessions
- any
- Recorded regime
- mean-reverting
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 3} | close |
| Variance-Ratio | {} | close |
Extracted strategy rules
Recorded long-entry rules
- RSI(3) oversold
- Variance-Ratio filter passes
Recorded short-entry rules
- RSI(3) overbought
- Variance-Ratio filter passes
Recorded exit rules
- RSI(3) crosses midpoint
- take-profit from weighted-average entry price
Recorded filters
- Variance-Ratio filter
- Stop loss
- not specified
- Take profit
- take-profit from weighted-average entry price
- Position sizing
- position-sizing input, fixed max stage count and sizing multiple
Questions about this record
What entry rules are recorded for AegisEURUSD?
Long: RSI(3) oversold Variance-Ratio filter passes Short: RSI(3) overbought Variance-Ratio filter passes These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.