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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. 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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. 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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": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.2638275567878894, "cagr": 0.2638275567878894, "max_drawdown": -0.07864312387692218, "sharpe": 1.9074606159191396, "orders": 4, "exposure": 0.692, "costs_usdt": 63.48477612009522, "final_equity": 12638.275567878894, "dividends_accrued": 42.693925640444064, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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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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"34fb6505e2d9c4a836d202c880520f2a9c0d68a7ce51d4c97bdfc2b431488bee", "rank_eligible": true, "id": "classic-tenkan-kijun", "name": "Tenkan/Kijun crossover \u2014 daily reference", "provenance": { "id": "classic-tenkan-kijun", "name": "Tenkan/Kijun crossover \u2014 daily reference", "family": "Cloud trend", "rule": "Tenkan9 crosses above Kijun26 enters; downward cross exits; no cloud filter.", "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": "Tenkan9 crosses above Kijun26 enters; downward cross exits; no cloud filter.", "yearly_restarted_cash": { "2024": { "total_return": 0.21991304839297965, "cagr": 0.2192506768907012, "max_drawdown": -0.13070650980848975, "sharpe": 1.4058058805676017, "orders": 8, "exposure": 0.8373015873015873, "costs_usdt": 135.62958262108538, "final_equity": 12199.130483929797, "dividends_accrued": 69.01585579305518, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.1774205277281602, "cagr": 0.1774205277281602, "max_drawdown": -0.0897863219925421, "sharpe": 1.3112068704995303, "orders": 10, "exposure": 0.728, "costs_usdt": 161.6700415935011, "final_equity": 11774.205277281602, "dividends_accrued": 40.76838525721589, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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true, "id": "community-fmz-mfi-body", "name": "MFI / MA body reversal \u2014 daily rule variant", "provenance": { "id": "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. 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"community-fmz-matrix-series", "name": "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. 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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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"747311e5f08155fbe197d82edd07718e7bd84cbeebe650479875ee59324c26a4", "rank_eligible": true, "id": "classic-aroon", "name": "Aroon crossover \u2014 daily reference", "provenance": { "id": "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. Latest tied extreme is used.", "yearly_restarted_cash": { "2024": { "total_return": 0.1448573903352417, "cagr": 0.1444343089702811, "max_drawdown": -0.13964203025292987, "sharpe": 0.9715884791142724, "orders": 8, "exposure": 0.8214285714285714, "costs_usdt": 129.13132222765228, "final_equity": 11448.573903352417, "dividends_accrued": 65.88180378096062, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.20380126585214042, "cagr": 0.20380126585214042, "max_drawdown": -0.07681907583148295, "sharpe": 1.5119849421753355, "orders": 10, "exposure": 0.7, "costs_usdt": 163.7709421891865, "final_equity": 12038.012658521404, "dividends_accrued": 41.31496490823855, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.35766200743511645, "cagr": 0.1649438787639832, "max_drawdown": -0.1422171240779393, "sharpe": 1.1640060869065199, "orders": 16, "exposure": 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regime \u2014 daily reference", "family": "Momentum", "rule": "RSI14>50 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. For indicator-only sources no claim of a complete published strategy is made.", "checked_on": "2026-10-25" }, "rule": "RSI14>50 long; RSI14<50 cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.1778308009391758, "cagr": 0.1773041952002068, "max_drawdown": -0.06674091057479237, "sharpe": 1.2200253238940104, "orders": 26, "exposure": 0.7976190476190477, "costs_usdt": 424.9061984725318, "final_equity": 11778.308009391758, "dividends_accrued": 47.79152444872531, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.16253652778564054, "cagr": 0.16253652778564054, "max_drawdown": -0.08692232508232223, "sharpe": 1.2695032096121703, "orders": 26, "exposure": 0.708, "costs_usdt": 423.53577773932454, "final_equity": 11625.365277856405, "dividends_accrued": 25.985604643636158, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.2665649837636108, "cagr": 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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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"identical_signal_peers": [], "rank": 12 }, { "signal_sha256": "3312086276e94bb65ac3f04013eb388c63aab4e7289937f9529e7f651ef8fed2", "rank_eligible": true, "id": "freq-average", "name": "Freqtrade Average \u2014 signal adapter", "provenance": { "id": "freq-average", "name": "Freqtrade Average \u2014 signal adapter", "rule": "EMA8 crosses above EMA21 enters; reverse cross exits.", "platform": "Freqtrade", "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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"signal_sha256": "de5db74803067d45f81605b43bbfa248b53e4784b0d886324726d74d7903a4a4", "rank_eligible": true, "id": "community-fmz-essma", "name": "ESSMA blended filter \u2014 daily rule variant", "provenance": { "id": "community-fmz-essma", "name": "ESSMA blended filter \u2014 daily rule variant", "family": "Blended average", "rule": "Source ESSMA50 combines lag-two SMMA, EMA, SMA, minus WMA and RMA, plus open and close; crossing its WMA50 defines targets.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/362637", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/ESSMA.md", "reviewed_source_sha256": "9e26694733430bd762561027231c663613909e3876ed347fb5b1f9eff87ce38e", "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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"76a895530d4df2ede89a1fd5a4397bc7037f105920112ba01a66b2f4b429a6d1", "rank_eligible": true, "id": "community-freq-smooth-scalp", "name": "SmoothScalp \u2014 daily signal variant", "provenance": { "id": "community-freq-smooth-scalp", "name": "SmoothScalp \u2014 daily signal variant", "family": "Composite stochastic channel", "rule": "Scalp entry plus MFI14<30 and CCI14<-150; Scalp exit plus CCI14>150. 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": 0.1367348844256504, "cagr": 0.13633691049716257, "max_drawdown": -0.07007253886010367, "sharpe": 1.5366413206232763, "orders": 2, "exposure": 0.19444444444444445, "costs_usdt": 32.03024294541418, "final_equity": 11367.348844256505, "dividends_accrued": 15.457445583267333, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.15856036276650354, "cagr": 0.15856036276650354, "max_drawdown": -0.0705793991416308, "sharpe": 1.0062474224125544, "orders": 2, "exposure": 0.096, "costs_usdt": 32.381220723965974, "final_equity": 11585.603627665036, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.3091004442104066, "cagr": 0.1439485080850904, "max_drawdown": -0.07057939914163092, "sharpe": 1.1172841170031578, "orders": 4, "exposure": 0.1454183266932271, 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15170.348463 }, { "date": "2025-12-17", "equity": 14891.346644 }, { "date": "2025-12-18", "equity": 15105.395659 }, { "date": "2025-12-19", "equity": 15300.746139 }, { "date": "2025-12-22", "equity": 15373.426359 }, { "date": "2025-12-23", "equity": 15444.77603 }, { "date": "2025-12-24", "equity": 15489.5541 }, { "date": "2025-12-26", "equity": 15488.569967 }, { "date": "2025-12-29", "equity": 15414.267895 }, { "date": "2025-12-30", "equity": 15378.839092 }, { "date": "2025-12-31", "equity": 15230.206462 } ], "identical_signal_peers": [ "freq-macdcci", "community-freq-strategy001", "community-freq-swing", "community-freq-macd-state", "community-freq-quickie" ], "rank": 16 }, { "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": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.19630661828519758, "cagr": 0.19630661828519758, "max_drawdown": -0.22750646871293, "sharpe": 0.8823702303350743, "orders": 2, "exposure": 1.0, "costs_usdt": 32.86658870018251, "final_equity": 11963.066182851975, "dividends_accrued": 54.26137683749886, 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"community-freq-strategy001", "community-freq-swing", "community-freq-quickie" ], "rank": 16 }, { "signal_sha256": "9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "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": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.19630661828519758, "cagr": 0.19630661828519758, "max_drawdown": -0.22750646871293, "sharpe": 0.8823702303350743, "orders": 2, "exposure": 1.0, "costs_usdt": 32.86658870018251, "final_equity": 11963.066182851975, "dividends_accrued": 54.26137683749886, "annualization_sessions": 252, "evaluation_sessions": 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"community-freq-macd-state" ], "rank": 16 }, { "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": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.19630661828519758, "cagr": 0.19630661828519758, "max_drawdown": -0.22750646871293, "sharpe": 0.8823702303350743, "orders": 2, "exposure": 1.0, "costs_usdt": 32.86658870018251, "final_equity": 11963.066182851975, "dividends_accrued": 54.26137683749886, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.518479221562558, "cagr": 0.23191386765605126, "max_drawdown": -0.22631245991294413, "sharpe": 1.110508677732338, "orders": 2, "exposure": 1.0, "costs_usdt": 75.17431340542069, "final_equity": 15184.79221562558, "dividends_accrued": 138.58750849582907, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731 }, "total_return": 0.5230206462031046, "cagr": 0.23375215878351074, "max_drawdown": -0.22631245991294402, "sharpe": 1.1180632331864966, "orders": 2, "exposure": 1.0, "costs_usdt": 37.64607379010931, "final_equity": 15230.206462031047, "dividends_accrued": 138.7952858698858, "annualization_sessions": 252, "evaluation_sessions": 502, "calendar_days": 731, "curve": [ { "date": "2024-01-02", "equity": 9905.056642 }, { "date": "2024-01-03", "equity": 9800.246435 }, { "date": "2024-01-04", "equity": 9749.809599 }, { "date": "2024-01-05", "equity": 9761.373166 }, { "date": "2024-01-08", "equity": 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"community-freq-quickie" ], "rank": 16 }, { "signal_sha256": "9f986dfeefe3ee45aaed8dac56056f296054df9a01e9d46533088e7fef09c77e", "rank_eligible": true, "id": "freq-macdcci", "name": "Freqtrade MACD/CCI \u2014 signal adapter", "provenance": { "id": "freq-macdcci", "name": "Freqtrade MACD/CCI \u2014 signal adapter", "rule": "MACD12/26 EMA9 crossover with CCI14<=-50 enters; downward cross with CCI14>=100 exits.", "platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/MACDStrategy_crossed.py", "reviewed_source_sha256": "af5aed1cbb9a9d3ed519ea8649363a2cfaa95cbffe443f073d9f96b2aa91b0f6", "status": "normalized-signal-adapter", "changes": "Entry/exit indicator rules only. 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"equity": 15445.659782 }, { "date": "2025-12-05", "equity": 15508.152253 }, { "date": "2025-12-08", "equity": 15478.628251 }, { "date": "2025-12-09", "equity": 15497.572819 }, { "date": "2025-12-10", "equity": 15560.557356 }, { "date": "2025-12-11", "equity": 15510.612586 }, { "date": "2025-12-12", "equity": 15216.3567 }, { "date": "2025-12-15", "equity": 15140.578428 }, { "date": "2025-12-16", "equity": 15170.348463 }, { "date": "2025-12-17", "equity": 14891.346644 }, { "date": "2025-12-18", "equity": 15105.395659 }, { "date": "2025-12-19", "equity": 15300.746139 }, { "date": "2025-12-22", "equity": 15373.426359 }, { "date": "2025-12-23", "equity": 15444.77603 }, { "date": "2025-12-24", "equity": 15489.5541 }, { "date": "2025-12-26", "equity": 15488.569967 }, { "date": "2025-12-29", "equity": 15414.267895 }, { "date": "2025-12-30", "equity": 15378.839092 }, { "date": "2025-12-31", "equity": 15230.206462 } ], "identical_signal_peers": [ "buy-hold", "community-freq-strategy001", "community-freq-swing", "community-freq-macd-state", "community-freq-quickie" ], "rank": 16 }, { "signal_sha256": "914c0f5fffc8aeb1807b91b20821e8c5e51f29dc785282144bf02648f061474e", "rank_eligible": true, "id": "community-fmz-bb-rsi-obv", "name": "Bollinger RSI OBV \u2014 daily rule variant", "provenance": { "id": "community-fmz-bb-rsi-obv", "name": "Bollinger RSI OBV \u2014 daily rule variant", "family": "Volume-confirmed trend", "rule": "Close>SMA20, RSI14>50 and rising OBV enters; closeSMA20, RSI14>50 and rising OBV enters; closeEMA200 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": 0.14439156565632638, "cagr": 0.1439699284531175, "max_drawdown": -0.07851968863988901, "sharpe": 1.4046413010397671, "orders": 4, "exposure": 0.39285714285714285, "costs_usdt": 63.06134225480183, "final_equity": 11443.915656563264, "dividends_accrued": 14.477711136204823, "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": 0.13754792522164005, "cagr": 0.06646490503059121, "max_drawdown": 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"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": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.07458098833815807, "cagr": 0.07458098833815807, "max_drawdown": -0.19756670350031846, "sharpe": 0.4969823478927174, "orders": 4, "exposure": 0.924, "costs_usdt": 56.567293766065376, "final_equity": 10745.80988338158, "dividends_accrued": 50.19624922133016, "annualization_sessions": 252, "evaluation_sessions": 250, 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"52e6e83416818f641cf0cdbdef655800ae9db61c27821c2ef9067d7b43cb5ae4", "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. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "EMA20>EMA50>EMA100, EMA50 above prior two values, close>EMA50 and <=EMA20 enters; opposite source zone exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.2629134957739656, "cagr": 0.26210831274224833, "max_drawdown": -0.13521848672091608, "sharpe": 1.393043312728654, "orders": 2, "exposure": 1.0, "costs_usdt": 33.84317418644095, "final_equity": 12629.134957739656, "dividends_accrued": 70.03265501160257, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.047674275367839636, "cagr": 0.047674275367839636, "max_drawdown": -0.13193208778173193, "sharpe": 0.39641987572341, "orders": 4, "exposure": 0.64, "costs_usdt": 59.27652399792519, "final_equity": 10476.742753678396, "dividends_accrued": 39.249540832120296, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"f5a45cce422ccb6f54ed401e5274170338809da83e8bf022c2672453061a7ee0", "rank_eligible": true, "id": "community-fmz-alligator-stack", "name": "Published Alligator SMA stack \u2014 daily rule variant", "provenance": { "id": "community-fmz-alligator-stack", "name": "Published Alligator SMA stack \u2014 daily rule variant", "family": "MA stack", "rule": "SMA50>SMA100>SMA200 enters; opposite full ordering exits; the source uses SMAs rather than canonical shifted SMMA.", "platform": "FMZ", "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. 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"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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"community-fmz-keltner-trend", "name": "Keltner channel crossing \u2014 daily rule variant", "provenance": { "id": "community-fmz-keltner-trend", "name": "Keltner channel crossing \u2014 daily rule variant", "family": "Volatility breakout", "rule": "Close crosses above SMA20+SMA20(true range) enters; below lower channel exits. Pending stop orders replaced by next-open market target.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/436498", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%8A%A8%E9%87%8F%E9%80%9A%E9%81%93%E8%B7%9F%E8%B8%AA%E7%AD%96%E7%95%A5Keltner-Channel-Tracking-Strategy.md", "reviewed_source_sha256": "2ec022ef7fa20dbb09a105f6d72b2239b681e631e7fc5c9bf18f34bfd2f9c7c9", "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 above SMA20+SMA20(true range) enters; below lower channel exits. Pending stop orders replaced by next-open market target.", "yearly_restarted_cash": { "2024": { "total_return": 0.0825396432729284, "cagr": 0.08230508943844628, "max_drawdown": -0.10918301392167706, "sharpe": 0.656941589444788, "orders": 12, "exposure": 0.7420634920634921, "costs_usdt": 188.18511487067167, "final_equity": 10825.396432729283, "dividends_accrued": 63.42152825858152, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.14333866310824517, "cagr": 0.14333866310824517, "max_drawdown": -0.09662291540110068, "sharpe": 1.1361017047578437, "orders": 10, "exposure": 0.652, "costs_usdt": 166.92965604933926, "final_equity": 11433.386631082452, "dividends_accrued": 26.042513806895705, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.19755047196195874, "cagr": 0.09419156008220142, "max_drawdown": -0.1171604518687902, "sharpe": 0.7612399694443944, 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"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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"identical_signal_peers": [], "rank": 34 }, { "signal_sha256": "7ecb13e90a673a072979287cbaab613a8a7b85c3ed3a109291ba467e83d2d064", "rank_eligible": true, "id": "fmz-ma-angle", "name": "FMZ SMA8/21 angle \u2014 daily 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. 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"622dd9d2c48a8d2a960ec67d8e2a44bc260222e01864a4c568ad6cbe6b6fea90", "rank_eligible": true, "id": "classic-vortex", "name": "Vortex crossover \u2014 daily reference", "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": 0.04901038033097094, "cagr": 0.0488732520390871, "max_drawdown": -0.10734333315495403, "sharpe": 0.4113389005113149, "orders": 26, "exposure": 0.7579365079365079, "costs_usdt": 401.9070499969708, "final_equity": 10490.10380330971, "dividends_accrued": 62.204368444141906, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.17350102402741063, "cagr": 0.17350102402741063, "max_drawdown": -0.06922466727829168, "sharpe": 1.3302457313326297, "orders": 24, "exposure": 0.656, "costs_usdt": 416.6432336795806, "final_equity": 11735.010240274107, "dividends_accrued": 26.651656751886605, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"rank_eligible": true, "id": "fmz-hull55", "name": "FMZ Hull55 \u2014 daily long/cash", "provenance": { "id": "fmz-hull55", "name": "FMZ Hull55 \u2014 daily long/cash", "rule": "Hull MA55 above its value two bars ago selects long; below selects cash.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/365727", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Hull-Suite-Strategy.md", "reviewed_source_sha256": "c007958c534202a077a2f8a52d476ea4ea5ddbbf11884445a3a423c60d9dc5cc", "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": "Hull MA55 above its value two bars ago selects long; below selects cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.0751336237858542, "cagr": 0.0749208360834035, "max_drawdown": -0.1103070846484061, "sharpe": 0.5909866752252623, "orders": 14, "exposure": 0.7579365079365079, "costs_usdt": 219.33011942631177, "final_equity": 10751.336237858543, "dividends_accrued": 63.862064989818535, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.1298712230073631, "cagr": 0.1298712230073631, "max_drawdown": -0.09789418197385125, "sharpe": 1.0199358013212534, "orders": 14, "exposure": 0.66, "costs_usdt": 227.96130583252105, "final_equity": 11298.71223007363, "dividends_accrued": 25.76341289687359, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } 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"rank_eligible": true, "id": "classic-chandelier", "name": "Chandelier reversal reference \u2014 daily reference", "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": 0.1708940627209321, "cagr": 0.1703894470032452, "max_drawdown": -0.0567995313731855, "sharpe": 1.2521901181967166, "orders": 12, "exposure": 0.7182539682539683, "costs_usdt": 189.85693212533144, "final_equity": 11708.940627209322, "dividends_accrued": 45.93050903413047, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0421873811466178, "cagr": 0.0421873811466178, "max_drawdown": -0.10949808270747896, "sharpe": 0.38431842177893827, "orders": 20, "exposure": 0.688, "costs_usdt": 313.2994668518795, "final_equity": 10421.873811466177, "dividends_accrued": 25.044681727125216, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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cash.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/429077", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E8%81%9A%E5%90%88%E5%8A%A8%E9%87%8F%E6%8C%87%E6%A0%87%E7%AD%96%E7%95%A5Chaikin-Oscillator-Strategy.md", "reviewed_source_sha256": "88706eac93901d588672f5f962a5bbcefacace734a969b1ff82e72bfe8ce07eb", "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": "EMA10 of 10-bar sum of (close-open)/(high-low)\u00d7volume minus EMA3 of 3-bar sum: positive long, negative cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.042702777932877245, "cagr": 0.04258365404551223, "max_drawdown": -0.12870772473782266, "sharpe": 0.38560264014393447, "orders": 30, "exposure": 0.5634920634920635, "costs_usdt": 477.2586857981927, "final_equity": 10427.027779328771, "dividends_accrued": 48.68910533949084, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.21246960485983002, "cagr": 0.21246960485983002, "max_drawdown": -0.14565783710525615, "sharpe": 1.1065160467297717, "orders": 26, "exposure": 0.588, "costs_usdt": 429.04495901019396, "final_equity": 12124.6960485983, "dividends_accrued": 42.46924975679067, "annualization_sessions": 252, 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"3782e8101b44cd75e004cfbec271323d0557909f00e6ed04f4082d0f5aa27fb4", "rank_eligible": true, "id": "community-freq-combined", "name": "CombinedBinHAndCluc \u2014 daily signal variant", "provenance": { "id": "community-freq-combined", "name": "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": 0.12080601382949352, "cagr": 0.12045681748469383, "max_drawdown": -0.01082974996018471, "sharpe": 2.1632272617972226, "orders": 4, "exposure": 0.051587301587301584, "costs_usdt": 62.71638099788127, "final_equity": 11208.060138294935, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.06543171003538717, "cagr": 0.06543171003538717, "max_drawdown": -0.0830934487755256, "sharpe": 0.4663489010789492, "orders": 6, "exposure": 0.136, "costs_usdt": 90.91743306180717, "final_equity": 10654.317100353872, "dividends_accrued": 14.289038573009599, "annualization_sessions": 252, 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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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"https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/EMASkipPump.py", "reviewed_source_sha256": "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": 0.17210750694321164, "cagr": 0.1715990525676636, "max_drawdown": -0.07705861124673619, "sharpe": 1.3848033682965686, "orders": 6, "exposure": 0.32936507936507936, "costs_usdt": 97.6661043555841, "final_equity": 11721.075069432116, "dividends_accrued": 15.26625674263235, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.06106092379863681, "cagr": 0.06106092379863681, "max_drawdown": -0.1798498337170632, "sharpe": 0.3998817216951501, "orders": 4, "exposure": 0.312, "costs_usdt": 61.36803738591402, "final_equity": 10610.609237986368, "dividends_accrued": 28.00754535619535, "annualization_sessions": 252, 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buying-pressure-to-true-range ratio crosses above 30 enters; above 70 exits.", "platform": "Classic rule documentation", "source_url": "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. 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"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": 0.0752762950527881, "cagr": 0.07506308935236294, "max_drawdown": -0.08157571460279034, "sharpe": 0.7906997918075286, "orders": 4, "exposure": 0.40476190476190477, "costs_usdt": 60.303555406180806, "final_equity": 10752.76295052788, "dividends_accrued": 29.527486942055063, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.13548421246151587, "cagr": 0.13548421246151587, "max_drawdown": -0.15685161917885948, "sharpe": 0.7792989720196394, "orders": 2, "exposure": 0.36, "costs_usdt": 32.0166361777697, "final_equity": 11354.84212461516, "dividends_accrued": 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"rank_eligible": true, "id": "classic-stoch-pop", "name": "Stochastic Pop \u2014 daily reference", "provenance": { "id": "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": 0.0, "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": 0.0778076808493473, "cagr": 0.0778076808493473, "max_drawdown": -0.04089720052095347, "sharpe": 1.0548488840553378, "orders": 6, "exposure": 0.26, "costs_usdt": 93.89508768851812, "final_equity": 10778.076808493473, "dividends_accrued": 12.262083851696138, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.06815639856989453, "cagr": 0.0334699115955408, "max_drawdown": -0.04089706463162435, 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"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": 0.05715282323881232, "cagr": 0.05699230047871473, "max_drawdown": -0.10760242122891461, "sharpe": 0.546330041737563, "orders": 16, "exposure": 0.2896825396825397, "costs_usdt": 244.9644389000444, "final_equity": 10571.528232388124, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.13379199350277826, "cagr": 0.13379199350277826, "max_drawdown": -0.08766322159311823, "sharpe": 0.8825280105599089, "orders": 34, "exposure": 0.176, "costs_usdt": 526.5481913345998, "final_equity": 11337.919935027783, "dividends_accrued": 14.71817952303864, "annualization_sessions": 252, "evaluation_sessions": 250, 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negative cross with EMA50EMA200 to enter; negative cross with EMA50SMA150 and slow Stochastic14<20 arms; MACD histogram12/26/9 crossing zero enters. 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. 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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": 0.07929640269312133, "cagr": 0.07907139771637817, "max_drawdown": -0.02595031773541312, "sharpe": 1.7334789409841782, "orders": 2, "exposure": 0.10317460317460317, "costs_usdt": 31.19087271582719, "final_equity": 10792.964026931213, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.07682092695500975, "cagr": 0.07682092695500975, "max_drawdown": -0.15662445246448864, "sharpe": 0.4965476623400004, "orders": 2, "exposure": 0.196, "costs_usdt": 31.131162651069705, "final_equity": 10768.209269550098, "dividends_accrued": 15.005515719725544, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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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": 0.06989906202536456, "cagr": 0.06970157481340356, "max_drawdown": -0.1566080714144622, "sharpe": 0.4932146396627028, "orders": 6, "exposure": 0.8333333333333334, "costs_usdt": 91.17750068989083, "final_equity": 10698.990620253646, "dividends_accrued": 63.27676792193833, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.09288887398757217, "cagr": 0.09288887398757217, "max_drawdown": -0.11795414012907934, "sharpe": 0.729901313126871, "orders": 6, "exposure": 0.756, "costs_usdt": 93.95553920296385, "final_equity": 10928.888739875722, "dividends_accrued": 38.56327404575749, "annualization_sessions": 252, "evaluation_sessions": 250, 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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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"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": 0.08992311736488134, "cagr": 0.08966672625990024, "max_drawdown": -0.12154956000354677, "sharpe": 0.7255248621185861, "orders": 4, "exposure": 0.5952380952380952, "costs_usdt": 65.54884355370763, "final_equity": 10899.231173648814, "dividends_accrued": 50.63649005692433, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.03864520027102625, "cagr": 0.03864520027102625, "max_drawdown": -0.10678729810021215, "sharpe": 0.3482085005604559, "orders": 4, "exposure": 0.656, "costs_usdt": 58.65867210934676, "final_equity": 10386.452002710263, "dividends_accrued": 25.135686303219615, 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"rank": 59 }, { "signal_sha256": "bf2986735d039e7a2235555cf3ed9c20a9446ef91e3b1bd9f0c44e132f443235", "rank_eligible": true, "id": "classic-dpo", "name": "Causal DPO reversal \u2014 daily reference", "provenance": { "id": "classic-dpo", "name": "Causal DPO reversal \u2014 daily reference", "family": "Detrended reversal", "rule": "DPO20 uses close11 bars ago minus current SMA20, timestamped at current bar; positive cross enters and negative cross exits. No centered future data.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/detrended-price-oscillator-dpo", "reviewed_source_sha256": "f7bab57282091d83b78355a7404016fcefe0758f57085015413c8020d6ad713b", "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": "DPO20 uses close11 bars ago minus current SMA20, timestamped at current bar; positive cross enters and negative cross exits. No centered future data.", "yearly_restarted_cash": { "2024": { "total_return": 0.1367680267687712, "cagr": 0.136369950714597, "max_drawdown": -0.09858600099518988, "sharpe": 0.9940339745982222, "orders": 64, "exposure": 0.5, "costs_usdt": 995.6024338977005, "final_equity": 11367.680267687712, "dividends_accrued": 18.241701253542224, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.02333740933266948, "cagr": 0.02333740933266948, "max_drawdown": -0.18221633876093402, "sharpe": 0.21415757116559672, "orders": 62, "exposure": 0.488, "costs_usdt": 907.4485467627663, "final_equity": 10233.374093326694, "dividends_accrued": 37.440886453013036, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": -0.025425246510126676, "cagr": -0.012777082116525729, "max_drawdown": -0.20159807759320802, "sharpe": 0.008389151144368048, "orders": 124, "exposure": 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daily reference", "family": "Channel trend", "rule": "Close above midpoint of previous 20 highs/lows long; below cash.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/price-channels", "reviewed_source_sha256": "60e73a2aac4879bcb90ed37ab1b9587fed372d8af61ecd402a9984ad2c2c49c5", "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 midpoint of previous 20 highs/lows long; below cash.", "yearly_restarted_cash": { "2024": { "total_return": 0.1300315607663607, "cagr": 0.12965418842718934, "max_drawdown": -0.07007253886010367, "sharpe": 0.9393078946454619, "orders": 26, "exposure": 0.7936507936507936, "costs_usdt": 410.5473899273187, "final_equity": 11300.315607663606, "dividends_accrued": 46.29418307958296, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.012492246374752547, "cagr": 0.012492246374752547, "max_drawdown": -0.13538736333621726, "sharpe": 0.15975281456611004, "orders": 34, "exposure": 0.732, "costs_usdt": 511.178201450063, "final_equity": 10124.922463747525, "dividends_accrued": 36.61553072272781, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"id": "fmz-ma21", "name": "FMZ MA21 crossover \u2014 daily long/cash", "provenance": { "id": "fmz-ma21", "name": "FMZ MA21 crossover \u2014 daily long/cash", "rule": "Long on close crossing above SMA21; cash on downward cross.", "platform": "FMZ", "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. Source attribution retained.", "checked_on": "2026-10-25", "family": "Public source variant", "evidence_type": "published-strategy-variant" }, "rule": "Long on close crossing above SMA21; cash on downward cross.", "yearly_restarted_cash": { "2024": { "total_return": 0.1065295766155947, "cagr": 0.1062235739866908, "max_drawdown": -0.0650479184396886, "sharpe": 0.8058670418696027, "orders": 28, "exposure": 0.746031746031746, "costs_usdt": 441.34147210090555, "final_equity": 11065.295766155947, "dividends_accrued": 46.25161740872641, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.02403902709265404, "cagr": 0.02403902709265404, "max_drawdown": -0.10709756114955538, "sharpe": 0.25237326379292946, "orders": 32, "exposure": 0.688, "costs_usdt": 499.7121351979486, "final_equity": 10240.39027092654, "dividends_accrued": 24.558213161724815, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"id": "classic-stoch-recovery", "name": "Slow 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": 0.12820267299041999, "cagr": 0.12783090266455055, "max_drawdown": -0.08379003623074632, "sharpe": 1.3119832414921058, "orders": 6, "exposure": 0.1626984126984127, "costs_usdt": 95.47589410170531, "final_equity": 11282.0267299042, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.008562049351837464, "cagr": 0.008562049351837464, "max_drawdown": -0.1893782227109383, "sharpe": 0.1399643240155569, "orders": 6, "exposure": 0.332, "costs_usdt": 89.83397773058674, "final_equity": 10085.620493518374, "dividends_accrued": 14.310719438703284, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/CofiBitStrategy.py", "reviewed_source_sha256": "c565296f014ade283b684cae3ff375bd1b80c8696d7b8498b2b5915d2a6553ff", "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": "Open25 enters; open>EMA5(high) or fastK/D crosses 75 up exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.025641940111170713, "cagr": 0.025570991963621115, "max_drawdown": -0.01604748212965379, "sharpe": 0.6890920605056606, "orders": 4, "exposure": 0.015873015873015872, "costs_usdt": 60.58988810044167, "final_equity": 10256.419401111707, "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": 0.019506502452789842, "cagr": 0.009692804540313071, 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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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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. 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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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"family": "Fisher reversal", "rule": "Same recursive Fisher transform10 rising enters; falling exits. Different state rule, not a period-only variation.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/438062", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%9F%BA%E4%BA%8E%E8%B4%B9%E9%9B%AA%E8%BD%AC%E6%8D%A2%E7%9A%84Ehlers%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5Ehlers-Fisher-Transform-Trading-Strategy.md", "reviewed_source_sha256": "aa53c8cddc9fd097460857bc7a36b4a8fcd4f0e925bd9011bc218f58e9e23d8c", "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": "Same recursive Fisher transform10 rising enters; falling exits. 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"rule": "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": 0.0, "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": 0.08135477278800174, "cagr": 0.08135477278800174, "max_drawdown": -0.15662445246448864, "sharpe": 0.5254253383115849, "orders": 2, "exposure": 0.18, "costs_usdt": 31.19940763616513, "final_equity": 10813.547727880017, "dividends_accrued": 14.900391696418527, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 0.07811779687281861, "cagr": 0.038271096062622245, "max_drawdown": -0.15662445246448864, "sharpe": 0.3591759958795178, 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"rank": 70 }, { "signal_sha256": "ed5dc0b1063f7ac78fce6a4b064e591eb57de5d3083d4f1bd9e250252ecdf55f", "rank_eligible": true, "id": "community-fmz-vix-stoch", "name": "Williams VIX Fix / Stochastic \u2014 daily rule variant", "provenance": { "id": "community-fmz-vix-stoch", "name": "Williams VIX Fix / Stochastic \u2014 daily rule variant", "family": "Volatility reversal", "rule": "WVF22 exceeds BB20/2 or .85 of 50-bar high then source price-strength reversal triggers; slow Stochastic14/3/3 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. Common indicators are not certified TA-Lib/Pine identical.", "checked_on": "2026-10-25" }, "rule": "WVF22 exceeds BB20/2 or .85 of 50-bar high then source price-strength reversal triggers; slow Stochastic14/3/3 upward cross above 80 exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.0962177329238274, "cagr": 0.09594261730976061, "max_drawdown": -0.07705861124673619, "sharpe": 0.9055220649043116, "orders": 6, "exposure": 0.23015873015873015, "costs_usdt": 94.19348156369695, "final_equity": 10962.177329238275, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.004516283305815327, "cagr": -0.004516283305815327, "max_drawdown": -0.22750646871293, "sharpe": 0.07771135650901614, "orders": 4, "exposure": 0.388, "costs_usdt": 58.89077542914195, "final_equity": 9954.837166941847, "dividends_accrued": 13.63760326231688, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 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crosses above its EMA20 enters; reverse cross exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/on-balance-volume-obv", "reviewed_source_sha256": "13150df686f980ee9b0274caefac0066fd7a262015c4b14a61175bde2714e19c", "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": "OBV crosses above its EMA20 enters; reverse cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.06806280747966809, "cagr": 0.0678706710801209, "max_drawdown": -0.12294771736579857, "sharpe": 0.5353774318237553, "orders": 44, "exposure": 0.7142857142857143, "costs_usdt": 656.8111579441908, "final_equity": 10680.628074796681, "dividends_accrued": 30.108387915002098, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.0002947577204011065, "cagr": -0.0002947577204011065, "max_drawdown": -0.16281066511161768, "sharpe": 0.06271838747596244, "orders": 44, "exposure": 0.64, "costs_usdt": 639.7287006877204, "final_equity": 9997.052422795989, "dividends_accrued": 24.54567823012423, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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"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": 0.03183571776325045, "cagr": 0.03174736859345262, "max_drawdown": -0.09511554799576638, "sharpe": 0.2984326382910274, "orders": 28, "exposure": 0.7380952380952381, "costs_usdt": 428.0005981375549, "final_equity": 10318.357177632504, "dividends_accrued": 61.70134213107677, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.02864095934049793, "cagr": 0.02864095934049793, "max_drawdown": -0.11866292599631856, "sharpe": 0.28327747186300617, "orders": 26, "exposure": 0.668, "costs_usdt": 398.6334197720737, "final_equity": 10286.409593404978, "dividends_accrued": 23.700585923041885, "annualization_sessions": 252, "evaluation_sessions": 250, 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"ClucMay72018 \u2014 daily signal variant", "provenance": { "id": "community-freq-cluc", "name": "ClucMay72018 \u2014 daily signal variant", "family": "Bollinger pullback", "rule": "CloseBB midpoint exits.", "platform": "Freqtrade", "source_url": "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": 0.03006994300133048, "cagr": 0.029986565012281474, "max_drawdown": -0.0051912407279028905, "sharpe": 1.283978366994967, "orders": 2, "exposure": 0.023809523809523808, "costs_usdt": 30.45161343345567, "final_equity": 10300.699430013305, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.0189571895852525, "cagr": 0.0189571895852525, "max_drawdown": -0.0830934487755256, "sharpe": 0.19454233801432813, "orders": 4, "exposure": 0.12, "costs_usdt": 59.65074718015744, "final_equity": 10189.571895852525, "dividends_accrued": 14.289038573009599, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { 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Native stop entries normalized to next open.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/427877", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%8A%A8%E9%87%8F%E7%AD%96%E7%95%A5Momentum-Strategy.md", "reviewed_source_sha256": "27a8eea9326469d87210c27842ff5c5e11a831c14a673ffc95d7f6b8c3125b2b", "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": "Both 12-day and 1-day ROC positive enters; both negative exits. 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closeSAR(.02,.02,.2) long; closeSMA50 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": 0.004913242032233089, "cagr": 0.004899785039585991, "max_drawdown": -0.1447916540311578, "sharpe": 0.0991367831632681, "orders": 38, "exposure": 0.30158730158730157, "costs_usdt": 585.2188889975523, "final_equity": 10049.13242032233, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.02474144391943156, "cagr": 0.02474144391943156, "max_drawdown": -0.058666293845457185, "sharpe": 0.37644028219764364, "orders": 26, "exposure": 0.208, "costs_usdt": 391.4711417705676, "final_equity": 10247.414439194315, "dividends_accrued": 10.947021468462994, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"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": 0.04267012928115421, "cagr": 0.0425510983161268, "max_drawdown": -0.09838978147225141, "sharpe": 0.38286570855237234, "orders": 28, "exposure": 0.6865079365079365, "costs_usdt": 427.7812821422947, "final_equity": 10426.701292811542, "dividends_accrued": 44.184858900196204, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.03704256230168956, "cagr": -0.03704256230168956, "max_drawdown": -0.2633747916871618, "sharpe": -0.13506911221856904, "orders": 26, "exposure": 0.788, "costs_usdt": 367.2801596525736, "final_equity": 9629.574376983104, "dividends_accrued": 11.320118390430398, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": 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"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": 0.048668657280145355, "cagr": 0.048532507054668717, "max_drawdown": -0.10093120676059886, "sharpe": 0.46434133190444216, "orders": 14, "exposure": 0.5158730158730159, "costs_usdt": 215.62405361929075, "final_equity": 10486.686572801453, "dividends_accrued": 48.17745594073578, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.03709034371651321, "cagr": -0.03709034371651321, "max_drawdown": -0.154191671336248, "sharpe": -0.2000435823469261, "orders": 14, "exposure": 0.388, "costs_usdt": 206.91340545627446, "final_equity": 9629.096562834868, "dividends_accrued": 11.996444704460965, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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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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"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": 0.16850612914374175, "cagr": 0.1680090575050377, "max_drawdown": -0.10223948688796125, "sharpe": 1.1803240124298937, "orders": 14, "exposure": 0.7063492063492064, "costs_usdt": 236.80212515053847, "final_equity": 11685.061291437418, "dividends_accrued": 68.45819369755941, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.16723575720249173, "cagr": -0.16723575720249173, "max_drawdown": -0.30135659126288616, "sharpe": -0.9578589874909854, "orders": 32, "exposure": 0.808, "costs_usdt": 413.34534785087436, "final_equity": 8327.642427975083, "dividends_accrued": 20.70646162551844, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": -0.08082428405565023, 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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": -0.04277326139071247, "cagr": -0.04265892353394396, "max_drawdown": -0.08800630411955623, "sharpe": -0.3327232378208077, "orders": 30, "exposure": 0.48412698412698413, "costs_usdt": 438.9551192435965, "final_equity": 9572.267386092875, "dividends_accrued": 29.926478667200456, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": 0.014468203021907433, "cagr": 0.014468203021907433, "max_drawdown": -0.14829386400686517, "sharpe": 0.172563470573571, "orders": 20, "exposure": 0.596, "costs_usdt": 303.71939091397877, "final_equity": 10144.682030219074, "dividends_accrued": 26.752308309779195, "annualization_sessions": 252, "evaluation_sessions": 250, 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"source_url": "https://www.fmz.com/strategy/361974", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/Williams-R-Smoothed.md", "reviewed_source_sha256": "e68e514b906e56ec2f2c4b0176ed073fc82f1602b46e7821ba64e932fdb29dad", "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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"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": 0.013727900776309587, "cagr": 0.013690137271627156, "max_drawdown": -0.07705861124673619, "sharpe": 0.22296142576901623, "orders": 4, "exposure": 0.06746031746031746, "costs_usdt": 60.854224544605955, "final_equity": 10137.279007763096, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.03339394427777975, "cagr": -0.03339394427777975, "max_drawdown": -0.08578685346072668, "sharpe": -0.2613915199583433, "orders": 6, "exposure": 0.12, "costs_usdt": 87.08404992759691, "final_equity": 9666.060557222203, "dividends_accrued": 13.970864993586355, "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/percentage-price-oscillator-ppo", "reviewed_source_sha256": "61cdba1493b1080e514eee732a637d19c2052e1dcea29f751bd450d4384d5d9e", "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": "Percentage price oscillator EMA12/26 crosses above EMA9 signal enters; reverse cross exits.", "yearly_restarted_cash": { "2024": { "total_return": 0.02427441042991596, "cagr": 0.024207290556727212, "max_drawdown": -0.05574128031774228, "sharpe": 0.28529596081594716, "orders": 24, "exposure": 0.43253968253968256, "costs_usdt": 365.7488183448365, "final_equity": 10242.74410429916, "dividends_accrued": 31.118604221944427, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.05849498716785151, "cagr": -0.05849498716785151, "max_drawdown": -0.18829104056626567, "sharpe": -0.371030546892611, "orders": 20, "exposure": 0.488, "costs_usdt": 288.25484825922047, "final_equity": 9415.050128321485, "dividends_accrued": 11.330809004243354, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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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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"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": 0.024261996078813297, "cagr": 0.02419491093569137, "max_drawdown": -0.028221260600799547, "sharpe": 0.5530879374355009, "orders": 10, "exposure": 0.05952380952380952, "costs_usdt": 151.10633306625587, "final_equity": 10242.619960788134, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.04902957267454622, "cagr": -0.04902957267454622, "max_drawdown": -0.07856769311373557, "sharpe": -0.701402422666739, "orders": 10, "exposure": 0.076, "costs_usdt": 142.10777032419372, "final_equity": 9509.704273254538, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, "double_cost_stress": { "total_return": -0.054744498789449425, "cagr": 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"platform": "Freqtrade", "source_url": "https://github.com/freqtrade/freqtrade-strategies/blob/f3340ce11f5bdf62f598522e64d1f5638eaa13f5/user_data/strategies/berlinguyinca/ASDTSRockwellTrading.py", "reviewed_source_sha256": "58ee823e52dbf7def502c7cf069c4bca56d8198eb5037fc007856d27529e8968", "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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"provenance": { "id": "classic-lambert-cci", "name": "Lambert CCI trend \u2014 daily reference", "family": "Momentum", "rule": "CCI20 crosses above 100 enters; crosses below 100 exits.", "platform": "Classic rule documentation", "source_url": "https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/commodity-channel-index-cci", "reviewed_source_sha256": "54980e072126d4ded7b385f90e261555aeb61d1ef3e133a8a46ce13891e47ba6", "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": "CCI20 crosses above 100 enters; crosses below 100 exits.", "yearly_restarted_cash": { "2024": { "total_return": -0.03676345340677378, "cagr": -0.036664871202040206, "max_drawdown": -0.08931492960401566, "sharpe": -0.3782296659706603, "orders": 36, "exposure": 0.3531746031746032, "costs_usdt": 533.6224297702354, "final_equity": 9632.365465932262, "dividends_accrued": 30.029586447876383, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.02554064377246268, "cagr": -0.02554064377246268, "max_drawdown": -0.06666012545576705, "sharpe": -0.23366268014300703, "orders": 34, "exposure": 0.34, "costs_usdt": 506.5355730215478, "final_equity": 9744.593562275373, "dividends_accrued": 12.017417899781055, "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/prings-know-sure-thing-kst", "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": -0.014538299870333837, "cagr": -0.014498867106298663, "max_drawdown": -0.10524950537043432, "sharpe": -0.07990325908615262, "orders": 20, "exposure": 0.43253968253968256, "costs_usdt": 299.1131950899288, "final_equity": 9854.617001296661, "dividends_accrued": 46.31587986553407, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.1306118143989372, "cagr": -0.1306118143989372, "max_drawdown": -0.2138194686777516, "sharpe": -0.8884773276500809, "orders": 16, "exposure": 0.412, "costs_usdt": 217.2613961393668, "final_equity": 8693.881856010628, "dividends_accrued": 10.579920623175195, "annualization_sessions": 252, "evaluation_sessions": 250, "calendar_days": 365 } }, 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"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. Source attribution retained.", "checked_on": "2026-10-25", "family": "Public source variant", "evidence_type": "published-strategy-variant" }, "rule": "SMA20 \u00b1 2 population deviations vs EMA20 + 1.5 EMA20(true range); exit squeeze upward enters, regime change exits.", "yearly_restarted_cash": { "2024": { "total_return": -0.019392576701934394, "cagr": -0.019340107229221304, "max_drawdown": -0.019392576701934394, "sharpe": -1.3760276523199826, "orders": 2, "exposure": 0.01984126984126984, "costs_usdt": 29.708809115430064, "final_equity": 9806.074232980656, "dividends_accrued": 0.0, "annualization_sessions": 252, "evaluation_sessions": 252, "calendar_days": 366 }, "2025": { "total_return": -0.08247863350080442, "cagr": -0.08247863350080442, "max_drawdown": -0.08247863350080442, "sharpe": -1.9378761786203091, "orders": 8, "exposure": 0.064, "costs_usdt": 115.25207198386191, "final_equity": 9175.213664991956, "dividends_accrued": 0.0, "annualization_sessions": 252, 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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. 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"community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005" ], "rank": null }, { "signal_sha256": "361d71bd11d9fda1cae721e450f3fca911b9c46e17711be20400df87ca904110", "rank_eligible": false, "id": "community-fmz-roc-rsi", "name": "RSI of ROC \u2014 daily rule variant", "provenance": { "id": "community-fmz-roc-rsi", "name": "RSI of ROC \u2014 daily rule variant", "family": "Transformed oscillator", "rule": "RSI20 applied to ROC20 above70 enters, below30 exits; between retains state.", "platform": "FMZ", "source_url": "https://www.fmz.com/strategy/431226", "source_code_url": "https://github.com/fmzquant/strategies/blob/7853bb2bf262c4567ac238d3552d97f0e50cb801/%E5%9F%BA%E4%BA%8EROC%E7%9A%84RSI%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5RSI-Based-on-ROC-Trading-Strategy.md", "reviewed_source_sha256": "e5202dd009bd5226c8c3473665d3d140758b4dfc10869f546eeaef340ed27130", "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": "RSI20 applied to ROC20 above70 enters, below30 exits; between retains state.", "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": [ "community-fmz-dual-stoch", "community-freq-strategy003", "community-freq-strategy004", "community-freq-strategy005" ], "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": [ "community-fmz-dual-stoch", "community-fmz-roc-rsi", "community-freq-strategy004", "community-freq-strategy005" ], "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": [ "community-fmz-dual-stoch", "community-fmz-roc-rsi", "community-freq-strategy003", "community-freq-strategy005" ], "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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