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Declaration defaults, all buy guards disabled.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/Bandtastic.py", "reviewed_source_sha256": "15dcb60d49a3681241cd39645f0fe8e6dc247687bf878c2026f37bb1c5790b57", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Closeupper2 and MFI14>46 exits. 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at \u00b1100. In bull bias, daily CCI26<-100 arms; crossing above zero enters. Bear weekly bias exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/cci-correction", "reviewed_source_sha256": "de8e978d93b52377d0d5a7d93058404f1fd38a4b32769a40b01b42e63cff42e1", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Completed-week CCI26 establishes bias at \u00b1100. In bull bias, daily CCI26<-100 arms; crossing above zero enters. Bear weekly bias exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.28488768530539765, "cagr": 0.28400797435548775, "max_drawdown": -0.08120388349514562, "sharpe": 1.7934492300513556, "orders": 2, "exposure": 0.8650793650793651, "costs_usdt": 34.27834366128211, "final_equity": 12848.876853053976, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 1.096759937037334, "cagr": 0.4472861877005758, "max_drawdown": -0.10127744015874973, "sharpe": 2.2224415848927763, "orders": 2, "exposure": 0.9322709163346613, "costs_usdt": 92.98003616265149, 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"source_url": "https://www.fmz.com/strategy/431911", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%A8%81%E5%BB%89%E5%A7%86%E6%96%AF%E9%B3%84%E9%B1%BC%E7%AD%96%E7%95%A5Williams-Alligator-Strategy.md", "reviewed_source_sha256": "b0ec4a73595560a404c46ba9d4abd84398b88d22386f44dc8cc51c8c667c9c6e", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "SMA50>SMA100>SMA200 enters; opposite full ordering exits; the source uses SMAs rather than canonical shifted SMMA.", "yearly_restarted_cash": { "2024": { "total_return": 0.2887977060230533, "cagr": 0.2879046260538669, "max_drawdown": -0.08120388349514562, "sharpe": 1.7809422432843112, "orders": 2, "exposure": 0.9603174603174603, "costs_usdt": 34.33706247079719, "final_equity": 12887.977060230534, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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Bear bias and Stochastic>80 arms a negative-histogram exit.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/moving-momentum", "reviewed_source_sha256": "458e5cd86320ec55c3431d3c739ed348bec65fbe4633301ab65fea297a4e076b", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "SMA20>SMA150 and slow Stochastic14<20 arms; MACD histogram12/26/9 crossing zero enters. Bear bias and Stochastic>80 arms a negative-histogram exit.", "yearly_restarted_cash": { "2024": { "total_return": 0.26099403633085094, "cagr": 0.26019531417661423, "max_drawdown": -0.08120388349514562, "sharpe": 1.6198070475800324, "orders": 2, "exposure": 1.0, "costs_usdt": 33.91952033933735, "final_equity": 12609.94036330851, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 1.0577687890230592, "cagr": 0.43378464940855643, "max_drawdown": -0.10127744015874995, "sharpe": 2.1466676094910024, "orders": 2, "exposure": 1.0, "costs_usdt": 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"Matrix Series oscillator \u2014 daily rule variant", "provenance": { "id": "community-fmz-matrix-series", "name": "Matrix Series oscillator \u2014 daily rule variant", "family": "Normalized oscillator", "rule": "EMA5 of EMA5 of 200 \u00d7 ((H+L+2C)/4-EMA5)/SD5 above200 enters; its EMA5 below-200 exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/365381", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Matrix-Series.md", "reviewed_source_sha256": "4fed8f6522f40f60d55e754f0696f12c21d62e6e9857b09d43aa70621e74b918", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "EMA5 of EMA5 of 200 \u00d7 ((H+L+2C)/4-EMA5)/SD5 above200 enters; its EMA5 below-200 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.26099403633085094, "cagr": 0.26019531417661423, "max_drawdown": -0.08120388349514562, "sharpe": 1.6198070475800324, "orders": 2, "exposure": 1.0, "costs_usdt": 33.91952033933735, "final_equity": 12609.94036330851, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 1.0577687890230592, "cagr": 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"9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "id": "community-fmz-triple-ema-pullback", "name": "3EMA pullback zone \u2014 daily rule variant", "provenance": { "id": "community-fmz-triple-ema-pullback", "name": "3EMA pullback zone \u2014 daily rule variant", "family": "MA pullback", "rule": "EMA20>EMA50>EMA100, EMA50 above prior two values, close>EMA50 and <=EMA20 enters; opposite source zone exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/362572", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/3EMA.md", "reviewed_source_sha256": "732569795c39799c9e8d1b79ad0bb83eb95b5344abb986f1d3bc0014a1fad0ab", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. 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"signal_sha256": "9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "id": "community-freq-macd-state", "name": "MACDStrategy \u2014 daily signal variant", "provenance": { "id": "community-freq-macd-state", "name": "MACDStrategy \u2014 daily signal variant", "family": "MACD / CCI state", "rule": "Published parameters: MACD12/26 above signal9 and CCI14<=-48 enters; MACD below signal and CCI14>=687 exits, with positive volume.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/MACDStrategy.py", "reviewed_source_sha256": "80ce71ddb59191921e6dcd08101418f11e0d76d7b61471479ee5617605d22d55", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Published parameters: MACD12/26 above signal9 and CCI14<=-48 enters; MACD below signal and CCI14>=687 exits, with positive volume.", "yearly_restarted_cash": { "2024": { "total_return": 0.26099403633085094, "cagr": 0.26019531417661423, "max_drawdown": -0.08120388349514562, "sharpe": 1.6198070475800324, "orders": 2, "exposure": 1.0, "costs_usdt": 33.91952033933735, "final_equity": 12609.94036330851, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 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"date": "2025-12-09", "equity": 20205.786524 }, { "date": "2025-12-10", "equity": 20291.846276 }, { "date": "2025-12-11", "equity": 20510.385888 }, { "date": "2025-12-12", "equity": 20625.132223 }, { "date": "2025-12-15", "equity": 20643.908896 }, { "date": "2025-12-16", "equity": 20648.603064 }, { "date": "2025-12-17", "equity": 20825.93831 }, { "date": "2025-12-18", "equity": 20788.384964 }, { "date": "2025-12-19", "equity": 20811.855805 }, { "date": "2025-12-22", "equity": 21292.225691 }, { "date": "2025-12-23", "equity": 21574.397362 }, { "date": "2025-12-24", "equity": 21485.208165 }, { "date": "2025-12-26", "equity": 21736.08538 }, { "date": "2025-12-29", "equity": 20789.949687 }, { "date": "2025-12-30", "equity": 20805.07534 }, { "date": "2025-12-31", "equity": 20639.513755 } ], "identical_signal_peers": [ "buy-hold", "sma-50-200", "fmz-keltner", "fmz-triple-macd", "classic-moving-momentum", "community-fmz-roc-rsi", "community-fmz-triple-ema-pullback", "community-fmz-matrix-series", "community-freq-strategy001", "community-freq-swing" ], "rank": 4 }, { "signal_sha256": "9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "id": "community-freq-strategy001", "name": "Strategy001 \u2014 daily signal variant", "provenance": { "id": "community-freq-strategy001", "name": "Strategy001 \u2014 daily signal variant", "family": "Heikin-Ashi trend", "rule": "EMA20 crosses EMA50 up, HA close>EMA20 and HA candle green enters; EMA50 crosses EMA100 up with HA closeEMA20 and HA candle green enters; EMA50 crosses EMA100 up with HA close-106 and RSI45>88 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/SwingHighToSky.py", "reviewed_source_sha256": "3778a09f02b88c1ca257e5346d6cc97ae8b7dd80a7559d003ab3a760ab1e5518", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Published parameters: CCI72<-175 and RSI36<90 enters; CCI66>-106 and RSI45>88 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.26099403633085094, "cagr": 0.26019531417661423, "max_drawdown": -0.08120388349514562, "sharpe": 1.6198070475800324, "orders": 2, "exposure": 1.0, "costs_usdt": 33.91952033933735, "final_equity": 12609.94036330851, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"community-freq-strategy001", "community-freq-macd-state" ], "rank": 4 }, { "signal_sha256": "9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "id": "fmz-keltner", "name": "FMZ King Keltner \u2014 daily long/cash", "provenance": { "id": "fmz-keltner", "name": "FMZ King Keltner \u2014 daily long/cash", "rule": "Close above SMA11 + 1.3 \u00d7 ATR11 enters; close below 85% of highest high since entry exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/42283", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/KingKeltner%E8%B6%8B%E5%8A%BF%E7%AD%96%E7%95%A5_%E4%BD%8E%E9%A2%91.md", "reviewed_source_sha256": "857306b08b27340d33af75545627ee2cce07bb19b525d966ca4f597ba3fe55f9", "status": "normalized-signal-adapter", "changes": "Daily bars replace original interval; short signals become cash; all-in sizing, costs and next-open fills use DuckQuant protocol. Intrabar exits, pyramiding and venue-specific orders are not reproduced. This is not the original platform strategy performance.", "license_note": "Per-file license varies; original full source is not redistributed in the reproducibility bundle. Source attribution retained.", "checked_on": "2026-10-25", "family": "Public source variant", "evidence_type": "published-strategy-variant" }, "rule": "Close above SMA11 + 1.3 \u00d7 ATR11 enters; close below 85% of highest high since entry exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.26099403633085094, "cagr": 0.26019531417661423, "max_drawdown": -0.08120388349514562, "sharpe": 1.6198070475800324, "orders": 2, "exposure": 1.0, "costs_usdt": 33.91952033933735, "final_equity": 12609.94036330851, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"community-fmz-mfi-body", "name": "MFI / MA body reversal \u2014 daily rule variant", "family": "Money flow confluence", "rule": "Prior close-based MFI3=100, bullish body>half range and close>SMA80 enters; prior MFI=0 plus opposite candle/trend exits. Native session and TP/SL removed.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/436756", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%9F%BA%E4%BA%8EMFI%E5%92%8CMA%E7%9A%84%E9%87%8F%E5%8C%96%E5%8F%8D%E8%BD%AC%E7%AD%96%E7%95%A5MFI-and-MA-Based-Quantitative-Reversal-Strategy.md", "reviewed_source_sha256": "49a783e1fed0ba2e60fd3893393acd0124b848bf9eb364ed4ef0f3d335252cd1", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "Prior close-based MFI3=100, bullish body>half range and close>SMA80 enters; prior MFI=0 plus opposite candle/trend exits. Native session and TP/SL removed.", "yearly_restarted_cash": { "2024": { "total_return": 0.2412518534910395, "cagr": 0.24051911934720427, "max_drawdown": -0.10282013423184289, "sharpe": 1.6074102992397967, "orders": 4, "exposure": 0.8253968253968254, "costs_usdt": 71.30262768261015, "final_equity": 12412.518534910394, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.617897188258945, "cagr": 0.617897188258945, "max_drawdown": -0.10127744015874984, "sharpe": 2.547403572650316, "orders": 2, "exposure": 1.0, "costs_usdt": 39.27932012227339, "final_equity": 16178.97188258945, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 1.0194847010994157, "cagr": 0.4204027382115436, "max_drawdown": -0.10550764525013123, "sharpe": 2.136533182460101, "orders": 4, "exposure": 0.9123505976095617, "costs_usdt": 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Tick stop removed.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/365668", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Swing-Hull-rsi-EMA-Strategy.md", "reviewed_source_sha256": "71b27baf24a690c4a736c956f9229dea9549e690699900d82647aaa031c86a1e", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "HMA500 rising and close drops through EMA59 enters; RSI14 crosses70 up or source bearish Hull/EMA96 condition exits. 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"platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/ichimoku-cloud", "reviewed_source_sha256": "401e12385914e576319409d68c1a2490402ba78412b9f19e950bff88d8271246", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Close above both cloud spans calculated 26 bars ago, and Tenkan9>Kijun26, enters; close below cloud bottom exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.21369044455543262, "cagr": 0.21304840084154142, "max_drawdown": -0.08120388349514562, "sharpe": 1.4189955303342061, "orders": 4, "exposure": 0.8888888888888888, "costs_usdt": 61.99908467429239, "final_equity": 12136.904445554326, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.5918893328898895, "cagr": 0.5918893328898895, "max_drawdown": -0.10127744015874984, "sharpe": 2.4749277885423937, "orders": 2, "exposure": 0.968, "costs_usdt": 38.88874666611666, "final_equity": 15918.893328898896, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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delayed cross \u2014 daily rule variant", "provenance": { "id": "community-fmz-cmf-ema-delay", "name": "CMF EMA delayed cross \u2014 daily rule variant", "family": "Volume trend", "rule": "EMA80(CMF200) crosses EMA160 up/down, with one extra bar signal delay; common execution lag applies afterward.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/453670", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%9F%BA%E4%BA%8EChaikin%E8%B5%84%E9%87%91%E6%B5%81%E9%87%8FCMF%E6%8C%87%E6%A0%87%E7%AD%96%E7%95%A5This-strategy-generates-trading-signals-based-on-the-Chaikin-Money-Flow-CMF.md", "reviewed_source_sha256": "b9b413464786c5fd78066d49e8613827092ff5383c69f719313001027cfe1083", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. 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"74117c68b3407a775d80fc4d4f1b27852689baad2255f19a7026a2b0c45b2085", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Volume<20 times prior mean30, closeboth EMAs, at rolling12 maximum and >=upper BB exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.11999592744207699, "cagr": 0.11964919534992902, "max_drawdown": -0.029458853666346485, "sharpe": 1.6231985722807563, "orders": 10, "exposure": 0.2777777777777778, "costs_usdt": 159.63132666773387, "final_equity": 11199.95927442077, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.16600433790722469, "cagr": 0.16600433790722469, "max_drawdown": -0.0250702606029638, "sharpe": 2.1118558385026263, "orders": 8, "exposure": 0.264, "costs_usdt": 129.88373756476972, "final_equity": 11660.043379072247, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, 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"provenance": { "id": "community-freq-adx-momentum", "name": "ADXMomentum \u2014 daily signal variant", "family": "Directional momentum", "rule": "ADX14>25, 14-bar momentum>0, plusDI25>25 and plusDI>minusDI enters; corresponding negative momentum and dominant minusDI>25 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/ADXMomentum.py", "reviewed_source_sha256": "7ed9c2306f337a1cc49cb2e11ddf6b66397853b9c4155faa13e5cf1ea61a651a", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "ADX14>25, 14-bar momentum>0, plusDI25>25 and plusDI>minusDI enters; corresponding negative momentum and dominant minusDI>25 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.25661938225858427, "cagr": 0.25583535538841407, "max_drawdown": -0.06435656060194173, "sharpe": 1.7179631280890741, "orders": 2, "exposure": 0.8650793650793651, "costs_usdt": 33.85382388969794, "final_equity": 12566.193822585843, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.4683127074269027, "cagr": 0.4683127074269027, "max_drawdown": -0.10595284617403311, "sharpe": 2.091219200743852, "orders": 4, "exposure": 0.888, "costs_usdt": 78.33399761455382, "final_equity": 14683.127074269027, "dividends_accrued": 0.0, "annualization_sessions": 252, 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"community-fmz-normalized-momentum", "name": "Momentum 2.0 \u2014 daily rule variant", "provenance": { "id": "community-fmz-normalized-momentum", "name": "Momentum 2.0 \u2014 daily rule variant", "family": "Normalized momentum", "rule": "15-bar price difference divided by its rolling450 deviation; regression30 endpoint crosses negative EMA450 of normalized series up/down.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/362163", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Momentum-20.md", "reviewed_source_sha256": "d01d5987dea1f62a62034457aad79ce6f852d8c992f9fadbe9ff18bbf14f0a5b", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "15-bar price difference divided by its rolling450 deviation; regression30 endpoint crosses negative EMA450 of normalized series up/down.", "yearly_restarted_cash": { "2024": { "total_return": 0.15421753829890683, "cagr": 0.15376532923590425, "max_drawdown": -0.10664627736120003, "sharpe": 1.0895338309238531, "orders": 8, "exposure": 0.8849206349206349, "costs_usdt": 134.41967978781963, "final_equity": 11542.175382989068, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.5540493054870455, "cagr": 0.5540493054870455, "max_drawdown": -0.10127744015874973, "sharpe": 2.4304570047523537, "orders": 8, "exposure": 0.904, "costs_usdt": 157.66166842556825, "final_equity": 15540.493054870454, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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B Money Flow \u2014 daily reference", "provenance": { "id": "classic-percentb-flow", "name": "Percent B Money Flow \u2014 daily reference", "family": "Volume confirmation", "rule": "Bollinger20 percent B>.8 and MFI10>80 enters; percent B<.2 and MFI10<20 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/percent-b-money-flow", "reviewed_source_sha256": "fad183c40c2187eb14793fb161b64a8c0fe25232b66b4019026a113f422bbcfc", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Bollinger20 percent B>.8 and MFI10>80 enters; percent B<.2 and MFI10<20 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.23203799270965764, "cagr": 0.23133576394470534, "max_drawdown": -0.08265917170873793, "sharpe": 1.5670380891086395, "orders": 2, "exposure": 0.873015873015873, "costs_usdt": 33.4846724107686, "final_equity": 12320.379927096576, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.4759912264348132, "cagr": 0.4759912264348132, "max_drawdown": -0.10127744015874973, "sharpe": 2.113594508302779, "orders": 2, "exposure": 0.896, "costs_usdt": 37.14824467709068, "final_equity": 14759.912264348131, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"provenance": { "id": "freq-awesome", "name": "Freqtrade Awesome/MACD \u2014 signal adapter", "rule": "Positive MACD12/26 plus awesome oscillator SMA5/34 crossing positive enters; negative MACD plus oscillator crossing negative exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/AwesomeMacd.py", "reviewed_source_sha256": "8872b23514791b1e81a67e9d486e4efdd20fc08732ee5c0bf87312a82ff8a4c7", "status": "normalized-signal-adapter", "changes": "Entry/exit indicator rules only. 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long/cash", "provenance": { "id": "fmz-ma-angle", "name": "FMZ SMA8/21 angle \u2014 daily long/cash", "rule": "SMA8/21 cross within previous 15 bars plus SMA21 two-bar ATR10-normalized angle above 7 degrees; bearish condition exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/439106", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/8%E5%91%A8%E6%9C%9F%E5%92%8C21%E5%91%A8%E6%9C%9F%E7%9A%84%E7%A7%BB%E5%8A%A8%E5%B9%B3%E5%9D%87%E7%BA%BF%E7%AD%96%E7%95%A5Dual-Moving-Average-Strategy.md", "reviewed_source_sha256": "15a8cc5807f85498e60f29ee0df5aa7e1342e87ea01fcea38f96968b1d29f0b7", "status": "normalized-signal-adapter", "changes": "Daily bars replace original interval; short signals become cash; all-in sizing, costs and next-open fills use DuckQuant protocol. Intrabar exits, pyramiding and venue-specific orders are not reproduced. This is not the original platform strategy performance.", "license_note": "Per-file license varies; original full source is not redistributed in the reproducibility bundle. Source attribution retained.", "checked_on": "2026-10-25", "family": "Public source variant", "evidence_type": "published-strategy-variant" }, "rule": "SMA8/21 cross within previous 15 bars plus SMA21 two-bar ATR10-normalized angle above 7 degrees; bearish condition exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.14037626841940742, "cagr": 0.1399670581099477, "max_drawdown": -0.10416205665748512, "sharpe": 1.057468487951676, "orders": 8, "exposure": 0.7579365079365079, "costs_usdt": 129.12608654409286, "final_equity": 11403.762684194075, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.4787488937405433, "cagr": 0.4787488937405433, "max_drawdown": -0.10127744015874973, "sharpe": 2.115987977927296, "orders": 6, "exposure": 0.904, "costs_usdt": 116.73686254988301, "final_equity": 14787.488937405433, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, 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"provenance": { "id": "classic-psar", "name": "Parabolic SAR reversal \u2014 daily reference", "family": "Trailing trend", "rule": "Close>SAR(.02,.02,.2) long; closeSAR(.02,.02,.2) long; close0 long; CMF20<0 cash.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/chaikin-money-flow-cmf", "reviewed_source_sha256": "69456a53308a344fd170bcd2988a3f633520e3fc719f42f1d3520c09994ebebd", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "CMF20>0 long; CMF20<0 cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.06922035596314702, "cagr": 0.0690248474893449, "max_drawdown": -0.13469442232992945, "sharpe": 0.5978704018397246, "orders": 28, "exposure": 0.5992063492063492, "costs_usdt": 458.7906937767858, "final_equity": 10692.20355963147, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.5036181343219954, "cagr": 0.5036181343219954, "max_drawdown": -0.10127744015874984, "sharpe": 2.173716348737438, "orders": 16, "exposure": 0.944, "costs_usdt": 298.15201619090675, "final_equity": 15036.181343219954, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.5050165899126164, "cagr": 0.2264481892052177, "max_drawdown": 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"source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/AverageStrategy.py", "reviewed_source_sha256": "63606866fdf1cb3d71dc39a951ed0784a31686690b1c4014c12d2481c8dbf094", "status": "normalized-signal-adapter", "changes": "Entry/exit indicator rules only. 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"rank_eligible": true, "id": "community-fmz-hull-pivot", "name": "Hull local pivot levels \u2014 daily rule variant", "provenance": { "id": "community-fmz-hull-pivot", "name": "Hull local pivot levels \u2014 daily rule variant", "family": "Hull reversal", "rule": "HMA21 of (high+low)/2 crosses most recently confirmed local trough to enter; crosses last confirmed peak down to exit. No future pivots.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/362327", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Hull-4ema.md", "reviewed_source_sha256": "45888ac46c9ee48915ccebf45235314cd1306857dc75b28fb7e61aa74465f846", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "HMA21 of (high+low)/2 crosses most recently confirmed local trough to enter; crosses last confirmed peak down to exit. 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upward cross above 80 exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/428088", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Williams-VIX%E4%BF%AE%E5%A4%8D%E7%AD%96%E7%95%A5Williams-VIX-Fix-Strategy.md", "reviewed_source_sha256": "8e46ddf4622c53a5f7a10e4c7bc2851353ec2c7b4a0196bca15d7de2a803bb8f", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. 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Stochastic recovery \u2014 daily reference", "provenance": { "id": "classic-stoch-recovery", "name": "Slow Stochastic recovery \u2014 daily reference", "family": "Oscillator reversal", "rule": "Slow K14/3 crosses above D3 below 20 enters; downward cross above 80 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/stochastic-oscillator-fast-slow-and-full", "reviewed_source_sha256": "fa0951f19b2697221081a44ac5b1abcfe494f212d3aa749e852d4ef347abe0e8", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Slow K14/3 crosses above D3 below 20 enters; downward cross above 80 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.17046202018337708, "cagr": 0.16995877037964235, "max_drawdown": -0.04662097545425581, "sharpe": 1.7753956193954044, "orders": 8, "exposure": 0.3373015873015873, "costs_usdt": 134.16967582289533, "final_equity": 11704.62020183377, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.04852184717141328, "cagr": 0.04852184717141328, "max_drawdown": -0.03715122153423689, "sharpe": 0.9023304340428562, "orders": 4, "exposure": 0.116, "costs_usdt": 60.810348627225075, "final_equity": 10485.218471714134, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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RSI exit \u2014 daily rule variant", "family": "MA / RSI", "rule": "EMA21/55 up-cross above EMA200 with close>EMA200 enters; RSI14 downward cross70 or bearish EMA counterpart exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/380291", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/EMA-2155200.md", "reviewed_source_sha256": "e37380c99f5db73f2be5b247596f5e38d5f47d2d8dd3ace66cc58ee6b378f77e", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "EMA21/55 up-cross above EMA200 with close>EMA200 enters; RSI14 downward cross70 or bearish EMA counterpart exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.09422176520305814, "cagr": 0.09422176520305814, "max_drawdown": -0.014871813843365, "sharpe": 2.0524506453755023, "orders": 2, "exposure": 0.104, "costs_usdt": 31.41501462746064, "final_equity": 10942.217652030582, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.09094401325761514, "cagr": 0.044420469678883245, "max_drawdown": -0.014871813843365, "sharpe": 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"https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/rsi-2", "reviewed_source_sha256": "bd2bc8c6f9ed02ce50bfd4d009285c8f1a78bef86b367fd96da0cd77d790d23c", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Close>SMA200 and RSI2<5 enters; close>SMA5 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.05926353001200546, "cagr": 0.05909691493342706, "max_drawdown": -0.007742856827430478, "sharpe": 1.8747096212467957, "orders": 10, "exposure": 0.05952380952380952, "costs_usdt": 153.89343813641761, "final_equity": 10592.635300120055, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.061976665807478515, "cagr": 0.061976665807478515, "max_drawdown": -0.0225191478398008, "sharpe": 1.2167195670830704, "orders": 10, "exposure": 0.032, "costs_usdt": 156.5718886302155, "final_equity": 10619.766658074785, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.09166688649483912, "cagr": 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reference", "family": "Volume momentum", "rule": "EMA3(A/D line)-EMA10(A/D line)>0 long; negative cash.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/chaikin-oscillator", "reviewed_source_sha256": "4f4efff3e1c6eeb290ac4d70b0897e116f7c784c3067f90f487e2734e7f8c81c", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "EMA3(A/D line)-EMA10(A/D line)>0 long; negative cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.09512985459098222, "cagr": 0.09485798212785879, "max_drawdown": -0.09625436534917686, "sharpe": 0.832915572907035, "orders": 22, "exposure": 0.5873015873015873, "costs_usdt": 356.0902016520351, "final_equity": 10951.298545909822, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.38826008528281064, "cagr": 0.38826008528281064, "max_drawdown": -0.1370768908280704, "sharpe": 1.8409916603469507, "orders": 16, "exposure": 0.908, "costs_usdt": 280.7276028158541, "final_equity": 13882.600852828107, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.436089896969879, "cagr": 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"classic-aroon", "name": "Aroon crossover \u2014 daily reference", "family": "Directional trend", "rule": "Aroon Up25 crosses above Down25 enters; reverse cross exits. Latest tied extreme is used.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/aroon", "reviewed_source_sha256": "3dc0f01c2812877f7de72dccf82b5e41c280f6c984a85433661251f7dcf305f5", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Aroon Up25 crosses above Down25 enters; reverse cross exits. 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rising OBV enters; closeSMA20, RSI14>50 and rising OBV enters; close25 and positive volume enters; both downward crosses with ADX>25 exit.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/hlhb.py", "reviewed_source_sha256": "bd4523d134b686b012947896ffd7a5a299add87ac12aa0d18fac36c9e7ca3822", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "RSI10 of (open+close)/2 crosses 50 up together with EMA5/10 up-cross, ADX14>25 and positive volume enters; both downward crosses with ADX>25 exit.", "yearly_restarted_cash": { "2024": { "total_return": 0.06945691863826364, "cagr": 0.06926072060942845, "max_drawdown": -0.05918103857303658, "sharpe": 0.6523831492010789, "orders": 4, "exposure": 0.5198412698412699, "costs_usdt": 64.02998126673447, "final_equity": 10694.569186382636, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.30683192526316483, "cagr": 0.30683192526316483, "max_drawdown": -0.10388821554012162, "sharpe": 1.752044694239014, "orders": 4, "exposure": 0.744, "costs_usdt": 68.63888763128571, "final_equity": 13068.319252631649, "dividends_accrued": 0.0, 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"https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/ichimoku-cloud", "reviewed_source_sha256": "401e12385914e576319409d68c1a2490402ba78412b9f19e950bff88d8271246", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Tenkan9 crosses above Kijun26 enters; downward cross exits; no cloud filter.", "yearly_restarted_cash": { "2024": { "total_return": 0.09371124192751457, "cagr": 0.09344359416797077, "max_drawdown": -0.10348836891803703, "sharpe": 0.7824209184009558, "orders": 12, "exposure": 0.7023809523809523, "costs_usdt": 185.98487877352864, "final_equity": 10937.112419275145, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.3346002485922548, "cagr": 0.3346002485922548, "max_drawdown": -0.12018456387329612, "sharpe": 1.6828086742574158, "orders": 14, "exposure": 0.756, "costs_usdt": 241.3538240680282, "final_equity": 13346.002485922547, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"classic-cmo", "name": "Chande Momentum regime \u2014 daily reference", "family": "Momentum", "rule": "Rolling14 sums of positive minus negative changes divided by total absolute changes: positive long, negative cash.", "platform": "Classic rule documentation", "source_url": "https://ta-lib.github.io/ta-doc/indicator/CMO.htm", "reviewed_source_sha256": "230efd982b7e1981dd5348a2a9448657f06a8ac21183483605d6e97e07529445", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Rolling14 sums of positive minus negative changes divided by total absolute changes: positive long, negative cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.10031855421914915, "cagr": 0.1000311869435484, "max_drawdown": -0.06925869844073951, "sharpe": 0.8322520459758888, "orders": 34, "exposure": 0.6746031746031746, "costs_usdt": 528.0947650051387, "final_equity": 11003.185542191492, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.31418050199368297, "cagr": 0.31418050199368297, "max_drawdown": -0.11231463472395542, "sharpe": 1.6311937185996086, "orders": 32, "exposure": 0.772, "costs_usdt": 539.6899641673247, "final_equity": 13141.80501993683, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"provenance": { "id": "community-fmz-bb-awesome", "name": "Bollinger Awesome Alert \u2014 daily rule variant", "family": "AO trend", "rule": "EMA3 crosses SMA20 up, close>SMA20 and AO5/34 rising enters; reverse cross, closeSMA20 and AO5/34 rising enters; reverse cross, close50 long; RSI14<50 cash.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/relative-strength-index-rsi", "reviewed_source_sha256": "bf9a067a5b81b49461d6e2ba2c1de0a7b3525bcb22d493d6b2f573b6fd117ee4", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. 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"classic-bb-bounce", "name": "Bollinger lower-band recovery \u2014 daily reference", "family": "Mean reversion", "rule": "Close crosses back above SMA20-2 population deviations enters; close>=SMA20 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/bollinger-bands", "reviewed_source_sha256": "78113bf9f02e0d8e1fc50a089c0f31ed1620b1d9234ee4ddeff20fb08a77978e", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Close crosses back above SMA20-2 population deviations enters; close>=SMA20 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.04532500895586011, "cagr": 0.045198412768130414, "max_drawdown": -0.028372512816924322, "sharpe": 1.0694114786779803, "orders": 10, "exposure": 0.1111111111111111, "costs_usdt": 153.64815329646638, "final_equity": 10453.250089558602, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.03203586617727905, "cagr": 0.03203586617727905, "max_drawdown": -0.008602818027485859, "sharpe": 1.201458578731651, "orders": 8, "exposure": 0.028, "costs_usdt": 122.34782676172937, "final_equity": 10320.35866177279, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"provenance": { "id": "classic-chandelier", "name": "Chandelier reversal reference \u2014 daily reference", "family": "Volatility trend", "rule": "Close crosses above previous low22+3 ATR22 enters; closes below previous high22-3 ATR22 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/chandelier-exit", "reviewed_source_sha256": "b121d6278464182ebdc22849a741083bfab63c250bedf4c6f43a9d0dc5b56545", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Close crosses above previous low22+3 ATR22 enters; closes below previous high22-3 ATR22 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.05345970481652307, "cagr": 0.0533098141960926, "max_drawdown": -0.09834184345220276, "sharpe": 0.5099144861580279, "orders": 18, "exposure": 0.5515873015873016, "costs_usdt": 282.52014748264014, "final_equity": 10534.597048165231, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.3050155867240316, "cagr": 0.3050155867240316, "max_drawdown": -0.11556389397741196, "sharpe": 1.7105625606711818, "orders": 18, "exposure": 0.672, "costs_usdt": 308.11058624770084, "final_equity": 13050.155867240315, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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distance oscillator \u2014 daily rule variant", "provenance": { "id": "community-fmz-donchian-osc", "name": "Donchian distance oscillator \u2014 daily rule variant", "family": "Channel momentum", "rule": "EMA5 of 2 close-highestHigh42-lowestLow42 crosses EMA45 up/down.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/433561", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%94%90%E6%B0%8F%E8%B6%8B%E5%8A%BF%E7%AD%96%E7%95%A5Donchian-Trend-Strategy.md", "reviewed_source_sha256": "ae2b911b47a017d91868ed7d55264cc141a2025eb053138fa0f5f78be4d4b01c", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. 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variant", "family": "Contrarian money flow", "rule": "CMF21<0 enters; CMF21>0 exits, preserving the contrarian source direction.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/TechnicalExampleStrategy.py", "reviewed_source_sha256": "0a3d94c8ef857284c9bc37d592af329b1a831f9c504fb2d73b63db00d303db50", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "CMF21<0 enters; CMF21>0 exits, preserving the contrarian source direction.", "yearly_restarted_cash": { "2024": { "total_return": 0.11318004927140479, "cagr": 0.11285398750625575, "max_drawdown": -0.03811276436706301, "sharpe": 1.3597638679906177, "orders": 30, "exposure": 0.40476190476190477, "costs_usdt": 465.9083184760561, "final_equity": 11131.800492714048, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.018498559831099826, "cagr": 0.018498559831099826, "max_drawdown": -0.010416539833872585, "sharpe": 0.7505553965212912, "orders": 10, "exposure": 0.044, "costs_usdt": 152.85841107276667, "final_equity": 10184.985598310997, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 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reference", "provenance": { "id": "classic-trix", "name": "TRIX signal crossover \u2014 daily reference", "family": "Smoothed momentum", "rule": "One-day ROC of triple EMA15 crosses above its EMA9 signal enters; reverse cross exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/trix", "reviewed_source_sha256": "d525c94575199fb74a1949d08545f50183d841906b0b358775a0cb31f451b5e9", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "One-day ROC of triple EMA15 crosses above its EMA9 signal enters; reverse cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.07834926591383762, "cagr": 0.07812704452371788, "max_drawdown": -0.08007108396646567, "sharpe": 0.7810892119537819, "orders": 18, "exposure": 0.44047619047619047, "costs_usdt": 294.44381820287856, "final_equity": 10783.492659138376, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.2355775193591827, "cagr": 0.2355775193591827, "max_drawdown": -0.11223307772327717, "sharpe": 1.402191831071737, "orders": 16, "exposure": 0.568, "costs_usdt": 265.507825440596, "final_equity": 12355.775193591826, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"classic-tsi", "name": "True Strength Index crossover \u2014 daily reference", "family": "Smoothed momentum", "rule": "Double EMA25/13 of daily changes divided by double EMA25/13 of absolute changes crosses EMA7 signal up/down.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/true-strength-index", "reviewed_source_sha256": "f70726ab4e9623bcb33901472218e252c21ca00e66be40ecda0b7af6216dc906", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Double EMA25/13 of daily changes divided by double EMA25/13 of absolute changes crosses EMA7 signal up/down.", "yearly_restarted_cash": { "2024": { "total_return": 0.03637321753404099, "cagr": 0.036272056227308225, "max_drawdown": -0.08759025063548953, "sharpe": 0.3901231379279891, "orders": 24, "exposure": 0.503968253968254, "costs_usdt": 371.9102888146331, "final_equity": 10363.73217534041, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.2682268435355879, "cagr": 0.2682268435355879, "max_drawdown": -0.1154019902826463, "sharpe": 1.6341087618446284, "orders": 20, "exposure": 0.604, "costs_usdt": 336.6901569564285, "final_equity": 12682.268435355878, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": 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"classic-nr7", "name": "Crabel NR7 expansion \u2014 daily reference", "family": "Range breakout", "rule": "Previous day is narrowest of seven; close above that high enters. A close below the setup low exits. No intraday stop fills.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/narrow-range-day-nr7", "reviewed_source_sha256": "6b4fa3becb8a0fd5db5f4428230fd71af2e626e1ac1c94bfcf9c248f385e0382", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Previous day is narrowest of seven; close above that high enters. A close below the setup low exits. 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"source_url": "https://www.fmz.com/strategy/426368", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Dual-Moving-Average-Crossover-Tracking-Strategy.md", "reviewed_source_sha256": "a6aac23b0443fbea372ffe5297729ae9db702ed1ee91c19c00240db4d2b8064c", "status": "normalized-signal-adapter", "changes": "Daily bars replace original interval; short signals become cash; all-in sizing, costs and next-open fills use DuckQuant protocol. Intrabar exits, pyramiding and venue-specific orders are not reproduced. This is not the original platform strategy performance.", "license_note": "Per-file license varies; original full source is not redistributed in the reproducibility bundle. 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\u2014 daily rule variant", "provenance": { "id": "community-fmz-dmi-dpo", "name": "DMI DPO Guard \u2014 daily rule variant", "family": "Directional filter", "rule": "DI34 up-cross with close-SMA34 delayed18>0 enters; DI down-cross with negative delayed DPO exits. No centered future data.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/437692", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%8A%A8%E5%90%91%E6%8C%87%E6%A0%87%E5%92%8C%E5%8E%BB%E8%B6%8B%E5%8A%BF%E4%BB%B7%E6%A0%BC%E9%9C%87%E8%8D%A1%E5%99%A8%E7%BB%84%E5%90%88%E7%AD%96%E7%95%A5DMI-DPO-Guard-Strategy.md", "reviewed_source_sha256": "22a6d01153defc6f99cded932613ae7ff69796e0c176143f49440d9f2bde708b", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "DI34 up-cross with close-SMA34 delayed18>0 enters; DI down-cross with negative delayed DPO exits. 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"reviewed_source_sha256": "2695912bd494f878d8ab2c19072dcb118ecd6a39ead632d597ba8ca35c381ed1", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "SMA10(ROC10)+2 SMA10(ROC15)+3 SMA10(ROC20)+4 SMA15(ROC30) crosses SMA9 signal up/down.", "yearly_restarted_cash": { "2024": { "total_return": 0.05181399286275834, "cagr": 0.05166882873809642, "max_drawdown": -0.07108026509509102, "sharpe": 0.5299578098795608, "orders": 20, "exposure": 0.5119047619047619, "costs_usdt": 312.13021792969136, "final_equity": 10518.139928627583, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.23254237297191316, "cagr": 0.23254237297191316, "max_drawdown": -0.10388821554012151, "sharpe": 1.3964773772500827, "orders": 20, "exposure": 0.608, "costs_usdt": 324.1410869180519, "final_equity": 12325.423729719132, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"provenance": { "id": "classic-vortex", "name": "Vortex crossover \u2014 daily reference", "family": "Directional trend", "rule": "Vortex14 positive line crosses above negative line enters; reverse cross exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/vortex-indicator", "reviewed_source_sha256": "b82be230acac3a44320fd305b1eb75dc6235fcc80c925f941e772ec92f396e80", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Vortex14 positive line crosses above negative line enters; reverse cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.03314056293648138, "cagr": 0.033048534949140285, "max_drawdown": -0.09094152146501999, "sharpe": 0.31846862818230676, "orders": 36, "exposure": 0.7103174603174603, "costs_usdt": 552.5696126586877, "final_equity": 10331.405629364814, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.2724426384227221, "cagr": 0.2724426384227221, "max_drawdown": -0.1250533665546606, "sharpe": 1.5173743142173308, "orders": 36, "exposure": 0.696, "costs_usdt": 591.4475854035335, "final_equity": 12724.426384227221, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"classic-stoch-pop", "name": "Stochastic Pop \u2014 daily reference", "family": "Breakout", "rule": "Slow K70>50, ADX14<20, K14 crosses above 80 and volume>SMA250(volume) enters; K14<50 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/trading-strategies-and-models/trading-strategies/stochastic-pop-and-drop", "reviewed_source_sha256": "682e67dfc54a807e2bf79602a014c882487f2c2be63ac9fcb4c9dfeb526be58c", "evidence_type": "documented-strategy", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Slow K70>50, ADX14<20, K14 crosses above 80 and volume>SMA250(volume) enters; K14<50 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.015757648181180306, "cagr": 0.015714257979827062, "max_drawdown": -0.03478358842960916, "sharpe": 0.38144719647386766, "orders": 4, "exposure": 0.10714285714285714, "costs_usdt": 60.34083622143018, "final_equity": 10157.576481811804, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.17068895193655864, "cagr": 0.17068895193655864, "max_drawdown": -0.08099307246864995, "sharpe": 1.3275467839497372, "orders": 10, "exposure": 0.372, "costs_usdt": 153.30639082755619, "final_equity": 11706.889519365586, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Percentage price oscillator EMA12/26 crosses above EMA9 signal enters; reverse cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0008030831775340808, "cagr": 0.0008008880827758968, "max_drawdown": -0.0891588679079941, "sharpe": 0.06128281641845544, "orders": 26, "exposure": 0.49206349206349204, "costs_usdt": 397.42533327672237, "final_equity": 10008.03083177534, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.2533637433189475, "cagr": 0.2533637433189475, "max_drawdown": -0.12038308911394979, "sharpe": 1.5536346751947154, "orders": 20, "exposure": 0.604, "costs_usdt": 333.93632352766355, "final_equity": 12533.637433189475, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"EMA20 Stochastic \u2014 daily rule variant", "family": "Trend pullback", "rule": "Low>EMA20, raw Stochastic14 K>D3 and EMA20>its value20 bars ago enters; closeEMA20, raw Stochastic14 K>D3 and EMA20>its value20 bars ago enters; closeclose[11], enters; symmetric comparisons exit.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/366966", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Fibonacci-Timing-Pattern.md", "reviewed_source_sha256": "2ed5e48eef5889ff07598fb0605f1235dce12bdfaed05c5815af4dc4c8122ea3", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "For offsets j=0..7, close[j] below close[j+3] and close[j+5], then close[8]>close[11], enters; symmetric comparisons exit.", "yearly_restarted_cash": { "2024": { "total_return": 0.04418124172082494, "cagr": 0.04405790701453349, "max_drawdown": -0.0466209754542557, "sharpe": 0.6079959044366152, "orders": 4, "exposure": 0.32142857142857145, "costs_usdt": 61.97671816701507, "final_equity": 10441.81241720825, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.03811429437149494, "cagr": 0.03811429437149494, "max_drawdown": -0.00995125095685101, "sharpe": 1.4022255837052116, "orders": 2, "exposure": 0.048, "costs_usdt": 30.572419631144584, "final_equity": 10381.142943714949, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"equity": 10966.210216 }, { "date": "2025-12-18", "equity": 10966.210216 }, { "date": "2025-12-19", "equity": 10966.210216 }, { "date": "2025-12-22", "equity": 10966.210216 }, { "date": "2025-12-23", "equity": 10966.210216 }, { "date": "2025-12-24", "equity": 10966.210216 }, { "date": "2025-12-26", "equity": 10966.210216 }, { "date": "2025-12-29", "equity": 10966.210216 }, { "date": "2025-12-30", "equity": 10966.210216 }, { "date": "2025-12-31", "equity": 10966.210216 } ], "identical_signal_peers": [], "rank": 72 }, { "signal_sha256": "9468cf283020beba4bfe7428fe788ef4427c2c28e478444fa76cdf7dd1c621ea", "rank_eligible": true, "id": "classic-bb-breakout", "name": "Bollinger upper-band breakout \u2014 daily reference", "provenance": { "id": "classic-bb-breakout", "name": "Bollinger upper-band breakout \u2014 daily reference", "family": "Breakout", "rule": "Close crosses above SMA20+2 population deviations enters; close100, >80, >50 exit.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/CMCWinner.py", "reviewed_source_sha256": "0529996f7e895c3c15ee143f1f0c5ff75d78fd6522856ba0daa55b94437bfc3f", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Prior CCI14<-100, MFI14<20 and Wilder CMO14<-50 enters; prior values >100, >80, >50 exit.", "yearly_restarted_cash": { "2024": { "total_return": 0.046219353068618796, "cagr": 0.04609020426029531, "max_drawdown": -0.03811276436706301, "sharpe": 1.0051651685480603, "orders": 2, "exposure": 0.18253968253968253, "costs_usdt": 30.694137502255558, "final_equity": 10462.193530686187, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0430853928158319, "cagr": 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"provenance": { "id": "community-fmz-turtle-close", "name": "Turtle close-price breakout \u2014 daily rule variant", "family": "Close channel", "rule": "Close exceeds preceding20 closes enters; close<=preceding10 close minimum exits. Distinct close-price channels, no Turtle sizing or pyramiding.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/434192", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E6%B5%B7%E9%BE%9F%E7%AA%81%E7%A0%B4%E7%AD%96%E7%95%A5Turtle-Breakout-Strategy.md", "reviewed_source_sha256": "f0db71756f7ee6ffc11681cd0015905715e66f084ac48aacdf21f0ac8633ab1c", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "Close exceeds preceding20 closes enters; close<=preceding10 close minimum exits. 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"MFI14 crosses back above 20 enters; crosses below 80 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/money-flow-index-mfi", "reviewed_source_sha256": "6b427c15067afd390d07a693b6ab4a2392786913d3beefa0cef2a6e14e8b0b7f", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "MFI14 crosses back above 20 enters; crosses below 80 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.03960529274507274, "cagr": 0.03949497229121435, "max_drawdown": -0.03811276436706301, "sharpe": 0.8180265066958261, "orders": 2, "exposure": 0.21031746031746032, "costs_usdt": 30.594810727205402, "final_equity": 10396.052927450728, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.036491144974346135, "cagr": 0.01805713336953385, "max_drawdown": -0.039552715318609266, "sharpe": 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"CombinedBinHAndCluc \u2014 daily signal variant", "family": "Composite Bollinger reversal", "rule": "Source BinHV45 tail/volatility predicate OR Cluc pullback enters; typical-price BB20 midpoint exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/CombinedBinHAndCluc.py", "reviewed_source_sha256": "546256271db535f1e326130c6b2d9849dd9a5efb602eb92ed45dad282967f45d", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Source BinHV45 tail/volatility predicate OR Cluc pullback enters; typical-price BB20 midpoint exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.017331484848637668, "cagr": 0.017331484848637668, "max_drawdown": -0.006841690099686604, "sharpe": 0.8021524650667536, "orders": 2, "exposure": 0.008, "costs_usdt": 30.26031339905419, "final_equity": 10173.314848486378, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.01428405848620895, "cagr": 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Constant price-unit offset retained.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/362029", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/CCI-EMA-with-RSI-Cross-Strategy.md", "reviewed_source_sha256": "33f97d9f9b5db3aea653ba2d8008686415c09ca8150ad24448537b30a731bd54", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "CCI20>50, RSI9/20 up-cross and close>EMA20 enters; close below EMA20-.67 or bearish counterpart exits. 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Daily signal reference, not a scalping execution simulation.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/Scalp.py", "reviewed_source_sha256": "3163f460f08db33b4aded14c00f880f6b5e5f2413489137e522c1f93a8954a65", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Open30, fastK/D<30 and K/D upward cross enters; open>=EMA5(high) or K/D crosses 70 upward exits. 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"normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Open25 enters; open>EMA5(high) or fastK/D crosses 75 up exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.006325733210466256, "cagr": 0.006308395385488774, "max_drawdown": -0.017737786914406195, "sharpe": 0.2610196204512527, "orders": 6, "exposure": 0.03571428571428571, "costs_usdt": 89.55599668491945, "final_equity": 10063.257332104662, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.019636970772967333, "cagr": -0.019636970772967333, "max_drawdown": -0.019636970772967333, "sharpe": -0.5978619065841332, "orders": 2, "exposure": 0.016, "costs_usdt": 29.705138922881744, "final_equity": 9803.630292270327, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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daily long/cash", "rule": "SMA20 \u00b1 2 population deviations vs EMA20 + 1.5 EMA20(true range); exit squeeze upward enters, regime change exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/427810", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/BB-Keltner-Squeeze%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5BB-Keltner-Squeeze-Trading-Strategy.md", "reviewed_source_sha256": "d1013ffa1e17e9306f66fcc1f53737c9c674b777d6ed531a3f7e420f295bd647", "status": "normalized-signal-adapter", "changes": "Daily bars replace original interval; short signals become cash; all-in sizing, costs and next-open fills use DuckQuant protocol. Intrabar exits, pyramiding and venue-specific orders are not reproduced. This is not the original platform strategy performance.", "license_note": "Per-file license varies; original full source is not redistributed in the reproducibility bundle. 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"identical_signal_peers": [], "rank": 86 }, { "signal_sha256": "c22c3782c3b19e7c43e9a5edb61729728425018ad2a9f8d46c293bc5f8a27e7f", "rank_eligible": true, "id": "community-fmz-rsi2-timed", "name": "RSI2 recovery timed exit \u2014 daily rule variant", "provenance": { "id": "community-fmz-rsi2-timed", "name": "RSI2 recovery timed exit \u2014 daily rule variant", "family": "Timed mean reversion", "rule": "Prior RSI2<25, rising current RSI and close>SMA50 enters; source five-count timer exits four signal bars later.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/482838", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%9F%BA%E4%BA%8ERSI2%E7%9A%84%E5%8A%A8%E6%80%81%E7%AA%81%E7%A0%B4%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5%E7%BB%93%E5%90%88%E7%A7%BB%E5%8A%A8%E5%B9%B3%E5%9D%87%E7%BA%BF%E8%BF%87%E6%BB%A4%E7%B3%BB%E7%BB%9F-RSI2-Based-Dynamic-Breakout-Trading-Strategy-with-Moving-Average-Filter-System.md", "reviewed_source_sha256": "3d63db9eeaeb981ecc4d425caa44909c6d2e4168bca1ae8bc4f26ac0a407a10e", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "Prior RSI2<25, rising current RSI and close>SMA50 enters; source five-count timer exits four signal bars later.", "yearly_restarted_cash": { "2024": { "total_return": -0.14048286665171128, "cagr": -0.14012728058025214, "max_drawdown": -0.14048286665171128, "sharpe": -1.9542191536737759, "orders": 28, "exposure": 0.2222222222222222, "costs_usdt": 385.5951916495943, "final_equity": 8595.171333482887, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.10671013968644139, "cagr": 0.10671013968644139, "max_drawdown": -0.07184947424824262, "sharpe": 1.145969243490177, "orders": 32, "exposure": 0.244, "costs_usdt": 526.9771531495029, "final_equity": 11067.101396864413, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/ultimate-oscillator", "reviewed_source_sha256": "479ece6dadc1a6fce94534e19cda694ebda322aae0796b0f5b502a3b1f166ad1", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "Weighted 7/14/28 buying-pressure-to-true-range ratio crosses above 30 enters; above 70 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, 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"2025-12-29", "equity": 10000.0 }, { "date": "2025-12-30", "equity": 10000.0 }, { "date": "2025-12-31", "equity": 10000.0 } ], "identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-wilder-rsi", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "classic-wilder-rsi", "name": "Wilder RSI recovery \u2014 daily reference", "provenance": { "id": "classic-wilder-rsi", "name": "Wilder RSI recovery \u2014 daily reference", "family": "Oscillator reversal", "rule": "RSI14 crosses back above 30 enters; crosses below 70 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/relative-strength-index-rsi", "reviewed_source_sha256": "bf9a067a5b81b49461d6e2ba2c1de0a7b3525bcb22d493d6b2f573b6fd117ee4", "evidence_type": "documented-indicator-rule", "status": "documented-rule-reference", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. This teaching source supports the named strategy or indicator. The exact finite entry/exit convention in this record is the DuckQuant reference interpretation, not certification of a full original trading system. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "RSI14 crosses back above 30 enters; crosses below 70 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 502, 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"2025-12-30", "equity": 10000.0 }, { "date": "2025-12-31", "equity": 10000.0 } ], "identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-fmz-dual-stoch", "name": "Dual Stochastics \u2014 daily rule variant", "provenance": { "id": "community-fmz-dual-stoch", "name": "Dual Stochastics \u2014 daily rule variant", "family": "Smoothed oscillator", "rule": "K54 smoothed36 crosses50, K54/12>50 and >D3 and >smoothed D9 enters; opposite source condition or smoothed D9 down-cross80 exits. Trailing order becomes close signal.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/431396", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%8F%8C%E9%87%8D%E9%9A%8F%E6%9C%BA%E7%AD%96%E7%95%A5Dual-Stochastics-Strategy.md", "reviewed_source_sha256": "7a4ddf4f4161bf496b588ed5a123b77c3c38141f6fb082e67243a77c21768d63", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "K54 smoothed36 crosses50, K54/12>50 and >D3 and >smoothed D9 enters; opposite source condition or smoothed D9 down-cross80 exits. Trailing order becomes close signal.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731 }, "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, 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"classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-fmz-keltner-bounce", "name": "Keltner border bounce \u2014 daily rule variant", "provenance": { "id": "community-fmz-keltner-bounce", "name": "Keltner border bounce \u2014 daily rule variant", "family": "Volatility reversal", "rule": "Close crosses back above SMA200-8 ATR200 enters; crosses below upper border exits. Native tick stop omitted.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/436758", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Keltner%E9%80%9A%E9%81%93%E7%AA%81%E7%A0%B4%E5%9B%9E%E6%8A%BD%E7%AD%96%E7%95%A5Keltner-Channel-Pullback-Strategy.md", "reviewed_source_sha256": "09de6633bb1dbb5b726dd49adeb1809109f25554330d956f3c3d7d4ad686ef4d", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "Close crosses back above SMA200-8 ATR200 enters; crosses below upper border exits. Native tick stop omitted.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731 }, "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 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"classic-wilder-rsi", "classic-ultimate", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-fmz-stoch-rsi-double", "name": "Stochastic + RSI Double \u2014 daily rule variant", "provenance": { "id": "community-fmz-stoch-rsi-double", "name": "Stochastic + RSI Double \u2014 daily rule variant", "family": "Composite oscillator", "rule": "Slow Stochastic14/3/3 upward cross below20 simultaneous with RSI14 crossing30 enters; corresponding downward stochastic cross above80 and RSI70 cross exits.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/365671", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Stochastic-RSI-Double-Strategy.md", "reviewed_source_sha256": "005c8b364f4d1d7ba23d68e317c3b899078d8e3d8626841f746840c85afcff35", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "Slow Stochastic14/3/3 upward cross below20 simultaneous with RSI14 crossing30 enters; corresponding downward stochastic cross above80 and RSI70 cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, 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"https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/ClucMay72018.py", "reviewed_source_sha256": "d146f7bc8285b5f1e48514d5d6acc53b37b0ca00299780210e3bdf84564978aa", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "CloseBB midpoint exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, 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"2025-12-29", "equity": 10000.0 }, { "date": "2025-12-30", "equity": 10000.0 }, { "date": "2025-12-31", "equity": 10000.0 } ], "identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-freq-quickie", "name": "Quickie \u2014 daily signal variant", "provenance": { "id": "community-freq-quickie", "name": "Quickie \u2014 daily signal variant", "family": "TEMA reversal", "rule": "ADX14>30, TEMA9 below BB20 midpoint, TEMA rising and close70, TEMA above midpoint and falling exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/Quickie.py", "reviewed_source_sha256": "85733568de6bb80c3db87e26faff93ab5e5da95dbb298cc42737365d3e6500a7", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "ADX14>30, TEMA9 below BB20 midpoint, TEMA rising and close70, TEMA above midpoint and falling exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 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Daily rule normalization only.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/SmoothScalp.py", "reviewed_source_sha256": "e32a8f758d8d57876210d479576e7e415ff924400b8d037bb0f30799cd801a5b", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Scalp entry plus MFI14<30 and CCI14<-150; Scalp exit plus CCI14>150. Daily rule normalization only.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731 }, "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, 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"classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-freq-strategy003", "name": "Strategy003 \u2014 daily signal variant", "provenance": { "id": "community-freq-strategy003", "name": "Strategy003 \u2014 daily signal variant", "family": "Composite mean reversion", "rule": "RSI14 in (0,28), closeEMA100 or EMA5/10 up-cross, fastD>fastK and D>0 enters; SAR>close and Fisher RSI>.3 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/Strategy003.py", "reviewed_source_sha256": "055984b4672779b36a2391f790ccbcd320e408eb0634e34718d7182acaeef9c9", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "RSI14 in (0,28), closeEMA100 or EMA5/10 up-cross, fastD>fastK and D>0 enters; SAR>close and Fisher RSI>.3 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, 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"2025-12-24", "equity": 10000.0 }, { "date": "2025-12-26", "equity": 10000.0 }, { "date": "2025-12-29", "equity": 10000.0 }, { "date": "2025-12-30", "equity": 10000.0 }, { "date": "2025-12-31", "equity": 10000.0 } ], "identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy004", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-freq-strategy004", "name": "Strategy004 \u2014 daily signal variant", "provenance": { "id": "community-freq-strategy004", "name": "Strategy004 \u2014 daily signal variant", "family": "ADX / stochastic reversal", "rule": "ADX14>50 or ADX35>26, CCI14<-100, prior STOCHF5 K/D<20 and STOCHF50 K/D<30, K crosses D up, volume mean12>.75 enters; ADX35<25 plus fastK/D>70, prior KEMA5 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/Strategy004.py", "reviewed_source_sha256": "1b4c001e80b077aaf3ec227577c78d3283be549c7d25ce9279ea03f1db5de64a", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "ADX14>50 or ADX35>26, CCI14<-100, prior STOCHF5 K/D<20 and STOCHF50 K/D<30, K crosses D up, volume mean12>.75 enters; ADX35<25 plus fastK/D>70, prior KEMA5 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 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"2025-12-24", "equity": 10000.0 }, { "date": "2025-12-26", "equity": 10000.0 }, { "date": "2025-12-29", "equity": 10000.0 }, { "date": "2025-12-30", "equity": 10000.0 }, { "date": "2025-12-31", "equity": 10000.0 } ], "identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy005", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-freq-strategy005", "name": "Strategy005 \u2014 daily signal variant", "provenance": { "id": "community-freq-strategy005", "name": "Strategy005 \u2014 daily signal variant", "family": "Volume / Fisher reversal", "rule": "Published buy_params: volume>4 SMA150(volume), closefastK, RSI14>26, fastD>1 and normalized Fisher RSI<5 enters. Published sell_params: RSI crosses 74 up, negative MACD and minusDI14>4 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/Strategy005.py", "reviewed_source_sha256": "797b293f5acd809f8c77f26b38c004c87b75d8847be4cde4d0224040cc591030", "evidence_type": "published-strategy-variant", "status": "normalized-signal-adapter", "changes": "Daily closed-bar signals, next-open all-in long/cash, fixed fees/slippage. Short entries become cash. Source risk sizing, intraday orders, ROI, TP/SL, trailing stops, pyramiding, sessions and protections are NOT native replicas unless explicitly implemented in the stated rule. Source conflict signals resolve to cash. Common indicators are not certified TA-Lib/Pine identical. Uses declaration defaults unless rule explicitly states published buy_params/sell_params. Some source parameters were previously optimized by their author; this is retrospective evidence, not an independently sealed test.", "checked_on": "2026-10-25" }, "rule": "Published buy_params: volume>4 SMA150(volume), closefastK, RSI14>26, fastD>1 and normalized Fisher RSI<5 enters. Published sell_params: RSI crosses 74 up, negative MACD and minusDI14>4 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, "exposure": 0.0, "costs_usdt": 0.0, "final_equity": 10000.0, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731 }, "total_return": 0.0, "cagr": 0.0, "max_drawdown": 0.0, "sharpe": null, "orders": 0, 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"identical_signal_peers": [ "freq-bbrsi", "freq-macdcci", "classic-wilder-rsi", "classic-ultimate", "community-fmz-keltner-bounce", "community-fmz-stoch-rsi-double", "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-cluc", "community-freq-quickie", "community-freq-smooth-scalp" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "freq-bbrsi", "name": "Freqtrade BB/RSI \u2014 signal adapter", "provenance": { "id": "freq-bbrsi", "name": "Freqtrade BB/RSI \u2014 signal adapter", "rule": "RSI14<30 and close below typical-price Bollinger20 lower band enters; RSI14>70 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/BbandRsi.py", "reviewed_source_sha256": "65718e8d0c14094b67be82b66238ea60a4af4bbf6fd9a6e1879dad5c48125547", "status": "normalized-signal-adapter", "changes": "Entry/exit indicator rules only. Daily long/cash with common sizing and next-open execution; source ROI schedules, stoploss, trailing, protections and original timeframe are replaced by the stated common protocol. EMA initialization is first-observation seeded, not a TA-Lib replica. Not original Freqtrade strategy performance.", "license_note": "Upstream repository GPL-3.0. 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