Extracted algorithm research record
Forex Carry Trade
Sells low-interest rate currencies and buys high-interest rate currencies to capture the interest rate spread.
Source & extraction context
Evidence label: source_code (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
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
- 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
- currency with the highest interest rates
Recorded short-entry rules
- currency with the lowest interest rates
Recorded exit rules
- rebalance monthly
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Forex Carry Trade?
Long: currency with the highest interest rates Short: currency with the lowest interest rates These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDEUR, USDZAR, USDAUD, USDJPY, USDTRY, USDINR, USDCNY, USDMXN, USDCAD. Timeframes: D1. These are source-recorded labels, not verified execution behavior.