Extracted algorithm research record
Gold Market Timing
Buys gold when the S&P 500 earnings yield is higher than the 10-year bond yield by at least a factor of 2.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- self.securities[self.earnings_yield].price > self.securities[self.bond_yield].price * Decimal(2)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- self.liquidate()
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- set to 0.9 when entering long
Questions about this record
What entry rules are recorded for Gold Market Timing?
Long: self.securities[self.earnings_yield].price > self.securities[self.bond_yield].price * Decimal(2) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: D1. These are source-recorded labels, not verified execution behavior.