Selective Momentum Gains Contrast With CONVERT’s Unit-Value Gap

Abstract

This edition examines whether momentum participation, asset rotation and protective exits are producing measurable investor gains rather than merely favorable trade statistics. Selective momentum delivered positive weekly portfolio growth, while relative rotation accumulated units but lost cash value. Benchmark comparisons show useful loss avoidance in several Plans, yet profitable participation remains uneven. Two refinements were adopted after the observation cutoff; their benefits are untested, and the other strategies retained their rules.

Executive summary

Universal - Selective Trend Momentum Profit Guard (961) gained 2.79% weekly, but its completed trades produced a 0.91 profit factor; the portfolio improvement was not a clean realized-profit recovery.
CONVERT - Relative Momentum Rotation (962) added 1.27% in units while portfolio value fell 4.61%. Only one complete current-rule switch comparison supports destination-quality analysis.
BUY/SELL - Trusted Asset Recovery Profit Guard (963) limited weekly BUY/SELL portfolio loss to 0.32%, but ordinary exits frequently preceded recoveries.
Universal STOCK - Optimized Swing v1 (949) lost 0.88% weekly as realized profitability weakened; the Plans nevertheless modestly exceeded their own weekly holding baskets.
The adopted entry and exit refinements begin after the measured week. Inactive strategies provide no fresh evidence of trading improvement.

Strategies at a glance

Read the overall assessment first, then follow each strategy for its trading idea, results and next review.

Strategy	Review group	Overall assessment
CONVERT - Relative Momentum Rotation (962)	Regular follow-up	Unit accumulation continued without preserving portfolio value. Some Plans exceeded holding, but uneven exposure and only one complete current-rule switch comparison prevent a broad rotation-quality verdict.
BUY/SELL - Trusted Asset Recovery Profit Guard (963)	Regular follow-up	The main cohort preserved most capital but did not generate reliable weekly trading profits. Fresh activity is now substantial enough to examine exit timing, although the adopted refinement has no measured outcomes.
Universal - Flexible Momentum Quick Profit Guard (960)	Regular follow-up	Historical losses remain substantial, but this week has no covered trading results. The current rules therefore have no fresh evidence validating broader participation or protection.
BUY/SELL - Regime Adaptive Trend Capture (966)	Additional priority review	Flat weekly performance represents no trading, not demonstrated trend capture. Aggregate stability also dilutes a legacy Plan’s losses with a larger, unchanged Plan.
Universal - Selective Trend Momentum Profit Guard (961)	Additional priority review	Weekly portfolio growth and benchmark excess improved, but realized trades remained below breakeven. Older holdings distort the full current-rule loss average, and the adopted entry refinement is untested.
Universal STOCK - Optimized Swing v1 (949)	Additional priority review	Realized profitability weakened sharply, although both Plans modestly exceeded their weekly holding baskets. The short stock history and divergent Plan outcomes limit conclusions about retained swing rules.

Market analysis

The dated crypto price series shows a difficult environment for strategies trying to distinguish durable rebounds from temporary strength. On 2026-11-04, Bitcoin rose 3.94% and Ether gained 6.59%; the following day they fell 5.49% and 7.70%, respectively. Solana similarly followed a 2.99% advance with a 6.57% decline. Further weakness on 2026-11-08 left the rebound unresolved at the study cutoff.

This reversal pattern helps explain why intraday entries could initially move into profit yet later require loss exits. It also makes brief recovery after an exit an incomplete measure of protection quality: a bounce may occur without restoring a durable upward trend. Reduced exposure could outperform holding during this period without generating positive absolute returns.

The supplied cross-asset reading is sideways-heavy, but collection-time indicators are contextual rather than verified historical closing measurements. Dated prices through 2026-11-08 provide the firmer weekly evidence; later prices are excluded. No supplied news establishes a cause for the reversal. Broad equity-market context is unavailable, so crypto conditions are not used to explain the stock strategy.

Asset	90d return	Max drawdown	Volatility	Taker buy share	Funding
BTCUSDT	18.55%	-13.59%	40.82%	49.98%	0.01%
ETHUSDT	14.15%	-23.37%	56.55%	49.7%	0.01%
BNBUSDT	12.91%	-14.29%	40.36%	48.44%	0.01%
SOLUSDT	16.38%	-29.15%	59.43%	50.73%	0.01%

Methodology: how we evaluate strategies

CoinRobot research regularly reviews real trading results to understand which trading ideas are working, where they struggle, and what could be improved. We compare recent activity with longer observation periods, normally seven, thirty and ninety days. We assess returns, gains relative to simply holding the asset, the balance between winning and losing trades, drawdowns and the amount of trading evidence. Missing observations are not treated as zero performance, and a small sample does not justify a firm conclusion.

This edition includes 3 regularly followed strategies and 3 additional strategies selected by review priority. The additional selection is not random. Public strategies are ranked by current live usage, broader adoption, requests for adaptive management, time since the last review and whether a review is due. Latest versions are preferred; an older version is eligible only when it retains substantial live usage exceeding the latest version. This focuses research on strategies that traders actually use, rather than providing a representative sample of every available strategy.

Closed-trade results count completed gains and losses. Portfolio value change also reflects open holdings, so these measures can have opposite signs. Positive profit factor alone does not prove outperformance against holding the same assets. An unavailable observation is shown as a dash, not zero.

A strategy is a set of trading rules built from indicators such as trend, momentum and volatility, together with the state of the current position. BUY rules identify eligible entries, SELL rules identify ordinary exits, and STOPLOSS rules identify protective exits when that protection is enabled for the trading Plan. Rules are assessed as market observations arrive; a signal is a trading condition, not a guarantee of execution or profit. The Plan also determines the execution model and its risk settings.

BUY/SELL seeks effective entries and exits and is judged on realized outcomes as well as remaining exposure. CONVERT rotates between assets with the primary aim of accumulating more asset units. A rotation need not mean that an ordinary BUY or SELL signal fired. A fall in the cash value of a CONVERT holding, or the absence of StopLoss, does not alone establish strategy failure: unit growth, relative asset performance, fees, time spent holding and downside exposure must be considered together. More units may benefit from a later price recovery, but recovery and future profit are not assured.

Refinements target specific observed weaknesses, such as late entries, avoidable exits or ineffective rotations. We distinguish changes adopted from rules left unchanged. Where previous research and comparable later observations are available, we revisit the earlier expectation and report whether it is supported, contradicted or still uncertain. A before-and-after difference alone does not prove that a change caused the result. Each strategy review ends with what to measure next.

BUY/SELL and CONVERT execution models

BUY/SELL - Trusted Asset Recovery Profit Guard (963) supplied substantial fresh BUY/SELL activity but no current-rule CONVERT events. Its small CONVERT Plan’s historical unit growth cannot validate the shared refinement. Universal - Flexible Momentum Quick Profit Guard (960) supplied no fresh events in either model.

For CONVERT - Relative Momentum Rotation (962), eight switches occurred across three Plans, with a median switched-Plan unit increase of 1.95% and average spacing of 14.90 hours. One rotation had neither ordinary signal active and recorded 1.02% unit increase. Three had neutral source decisions and unavailable destination signals; four had active source-exit signals but unavailable destination signals. Their average unit increases were 1.50% and 0.86%, respectively. There were no comparable observations for the other fully observed signal combinations, and these groups cannot establish formula superiority.

The sole complete relative-return comparison lagged the source by 0.98 percentage points after an hour but led by 1.03 points after three hours. No stalled position was observed, which does not exclude lock-in risk: best-alternative comparisons remain unavailable.

Strategy	Execution model	Plans	30d trades	30d value change	Profit factor	Win rate	Unit increase
CONVERT - Relative Momentum Rotation (962)	CONVERT	8	44	-467.46 $	0.07×	33.33%	1.86%
BUY/SELL - Trusted Asset Recovery Profit Guard (963)	BUY/SELL	11	212	8 $	1.1×	45.71%	—
BUY/SELL - Trusted Asset Recovery Profit Guard (963)	CONVERT	1	6	-1.4 $	0.97×	66.67%	13.54%
Universal - Flexible Momentum Quick Profit Guard (960)	BUY/SELL	3	0	0 $	—	—	—
Universal - Flexible Momentum Quick Profit Guard (960)	CONVERT	6	35	-92.88 $	0.22×	54.17%	0.77%
BUY/SELL - Regime Adaptive Trend Capture (966)	BUY/SELL	2	67	-4.09 $	0.51×	24.14%	—
Universal - Selective Trend Momentum Profit Guard (961)	BUY/SELL	3	383	-65.64 $	0.21×	53.55%	—
Universal STOCK - Optimized Swing v1 (949)	BUY/SELL	2	291	-6 $	0.81×	39.16%	—

CONVERT decision-pattern outcomes

Strategy	Pattern	Switches	Avg unit increase	Target beat source after 60m	Mean target − source return
CONVERT - Relative Momentum Rotation (962)	Rotation without an entry or exit signal	1	1.02%	0%	-0.98 pp
CONVERT - Relative Momentum Rotation (962)	No exit signal; entry signal unrecorded	3	1.5%	—	—
CONVERT - Relative Momentum Rotation (962)	Exit signal; entry signal unrecorded	4	0.86%	—	—

StopLoss analysis

Protection showed different recovery patterns across execution models. CONVERT - Relative Momentum Rotation (962) recorded thirteen current-rule protective exits: ten were classified as early, nine recovered above exit within five minutes and eight showed recovery at sixty minutes. Its disabled-protection group supplied no comparable events.

For BUY/SELL, Universal - Selective Trend Momentum Profit Guard (961) had nine quick recoveries among eleven stops, but only two showed sixty-minute recovery. That distinction argues against automatically treating every short bounce as a false exit. Universal STOCK - Optimized Swing v1 (949) had five five-minute recoveries among thirteen stops, with eight showing sixty-minute recovery, indicating a different timing tradeoff.

Neither BUY/SELL - Trusted Asset Recovery Profit Guard (963) nor the inactive strategies supplied fresh stops supporting a protection verdict. No stop-loss refinement was adopted this review. Recovery observations identify possible opportunity costs, not the losses that holding longer would necessarily avoid; subsequent adverse movement and costs remain essential.

Individual strategy reviews

CONVERT - Relative Momentum Rotation (962)

Trading idea

The design separates accumulating units through rotation from reducing cash-value exposure through protective exits.

Entry: Entries seek aligned momentum and controlled volatility, with a separate intraday rebound route during bearish daily conditions.

Ordinary exit: Ordinary exits target persistent deterioration; failed bear-market rebounds receive earlier loss or profit-giveback responses.

Protection: Enabled protection combines regime-sensitive confirmed-loss exits, profitable-pullback protection and an independent emergency reference-price trigger.

Measured outcomes and interpretation

Weekly unit increase was 1.27% against a 4.61% portfolio decline; thirty-day figures were 1.86% and -18.19%, and ninety-day figures 10.07% and -12.63%. Weekly profit factor was just 0.08. Plan outcomes explain more than the aggregate: one Plan gained 16.92% over sixty observed days versus a 5.47% holding-basket loss, yet lost 8.10% this week and slightly lagged holding despite adding units. Another Plan lost 6.39% weekly but exceeded holding by 1.18 percentage points. A no-trade Plan remained flat and avoided its basket’s decline. These differences reflect baskets, capital weights and exposure as well as rotation decisions; longer histories cannot be assigned to the approximately eight-day-old rules.

Crypto reversals challenged rebound holdings, while lower exposure helped some Plans outperform falling baskets.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	22	-71.81 $	-69.58 $	0.08×	35.71%	1.27%	3,230.92 $	—
30d	44	-467.46 $	-324.52 $	0.07×	33.33%	1.86%	9,366.12 $	—
90d	121	-372.5 $	-175.86 $	0.59×	50.68%	10.07%	39,950.86 $	—

Accumulated units did not offset cash-value losses.
Destination comparisons remain too sparse to establish a repeatable advantage.

Adaptive change and expected behavior

Existing rules remain in effect. The outstanding question is whether accumulation and benchmark-relative cash-risk control can improve together.

Confirmed rebounds may add units, but protection can surrender recoveries. Compare avoided downside with missed rebounds rather than judging either outcome alone.

Follow-up and next measurement

The previous review expected better destination selection alongside accumulation. Eight current-rule switches include only one complete comparison, below the ten-complete-switch threshold, so that expectation remains unresolved. Measure destination-relative returns, costs and holding duration next.

BUY/SELL - Trusted Asset Recovery Profit Guard (963)

Trading idea

Bull and sideways entry logic is retained; bear entries strengthen, while confirmed-loss exits remain available independently of optional protection.

Entry: Selective trend entries remain; the adopted bear-rally refinement demands stronger persistence and avoids excessively extended entries.

Ordinary exit: The adopted profit guard recognizes established peaks with less remaining profit, while requiring stronger bear-reversal confirmation.

Protection: Protection is unchanged. Eight BUY/SELL Plans enable it, but no current-rule protective exits establish effectiveness.

Measured outcomes and interpretation

BUY/SELL portfolio returns were -0.32% weekly, +0.29% over thirty days and -0.56% over ninety, with weekly profit factor 0.74. Current-rule winners averaged 1.23% versus losses of 1.16%, but thirty-eight of fifty-nine ordinary exits were classified as early. The largest active Plan lost 0.49% weekly versus an 8.08% basket decline; over thirty days it exceeded holding by 23.25 percentage points despite losing value. Its very low upside participation shows that preservation is stronger evidence than growth. Another Plan gained 9.04% monthly. Separately, the tiny CONVERT Plan lost 21.84% monthly despite 13.54% unit increase, and supplies no fresh rotation evidence for the shared change.

Limited exposure helped during declines, but sharp reversals tested the strategy’s recovery-participation objective.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	115	-9.28 $	-7.67 $	0.74×	40.35%	0%	8,274.6 $	—
30d	218	6.6 $	8.35 $	1.09×	46.85%	13.54%	14,042.02 $	—
90d	980	-16.8 $	-13.92 $	0.97×	61.82%	23.34%	53,633.35 $	—

Frequent losing and early exits weakened realized profitability.
Benchmark excess often reflected limited exposure rather than positive growth.

Adaptive change and expected behavior

BUY and SELL refinements were adopted on 2026-11-09, after the cutoff, targeting bear-entry persistence and profit retention rather than wider loss tolerance.

Stronger entries may miss rallies; more patient reversal confirmation can increase giveback. Measure net returns and participation separately for each execution model.

Follow-up and next measurement

The previous hundred-event threshold is met by 120 current-rule events. Evidence is mixed rather than confirming improved recovery capture: only two of sixty-one buys were classified as poor, but thirty-six of fifty-nine sells lost money. The tiny earlier sample prevents a reliable improvement estimate.

Universal - Flexible Momentum Quick Profit Guard (960)

Trading idea

Opportunity coverage is broader than the selective design, but historical activity does not establish current entry quality.

Entry: The strategy seeks broader rebound and continuation opportunities while restraining rapid higher-price re-entry.

Ordinary exit: It protects gains relatively quickly, with separate exits for failed bear rebounds and confirmed losses.

Protection: Regime-sensitive loss protection and a profitable-pullback guard retain an independent emergency trigger; their fresh tradeoffs are unmeasured.

Measured outcomes and interpretation

The seven-day result is unavailable, not a flat return. Thirty-day evidence comes from one CONVERT Plan over twenty observed days: portfolio return was -28.24%, unit increase 0.77% and profit factor 0.22. Its basket lost 14.83%, leaving -13.42 percentage points of excess; average completed losses were materially larger than gains. Across ninety days, CONVERT portfolio return was -11.40% despite 21.75% aggregate unit increase, while the separate historical BUY/SELL cohort lost 20.18%. Completed-outcome coverage is incomplete, particularly for BUY/SELL, so its win rate and profit factor cannot be assessed. These observations establish historical risk concerns, not losses caused by the current rules.

Market weakness contributed, but the covered Plan’s benchmark shortfall shows that broad declines were not the entire explanation.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	—	0 $	—	—	—	—	0 $	—
30d	35	-92.88 $	-104.04 $	0.22×	54.17%	0.77%	10,144.73 $	—
90d	354	-394.67 $	-122.78 $	0.4×	52.38%	21.75%	39,842.19 $	—

Historical accumulation coexisted with substantial benchmark underperformance.
Fresh entry, rotation and protection outcomes are absent.

Adaptive change and expected behavior

Existing rules were retained because no new trading observations supported another refinement. Historical losses remain relevant context, not a substitute for current evidence.

Broader participation may capture rebounds or repeated failures. Track unit growth, relative returns, costs and downside exposure together when activity resumes.

Follow-up and next measurement

The previous protection-versus-rebound expectation remains unresolved: there are no current-rule events against a ten-fresh-stop review requirement. Earlier protection differed, so historical stop behavior cannot substitute for new observations. Resume measurement when comparable trading occurs.

BUY/SELL - Regime Adaptive Trend Capture (966)

Trading idea

The retained approach targets benchmark-relative participation rather than win rate, but that objective needs fresh trades.

Entry: Bull and sideways entries require daily support and aligned momentum; a separate route permits confirmed intraday bear rallies.

Ordinary exit: Regime-specific profit trails retain favorable moves, while confirmed breakdowns provide ordinary loss exits.

Protection: One Plan enables protection and one disables it; neither supplies current-rule protective events for comparison.

Measured outcomes and interpretation

The covered weekly portfolio return was zero with no trades. Thirty-day aggregate return was -1.07% with a 0.51 profit factor; ninety-day return was -1.13% with a 0.52 profit factor. The legacy Plan lost 8.66% over twenty-three observed days versus a 17.14% basket loss, producing positive excess of 8.49 percentage points without positive growth. The larger new Plan remained unchanged over ten days while its basket lost 7.29%. In the previous review, that same no-trade Plan lagged a rising basket over three days. The change in relative performance therefore reflects the benchmark’s direction, not improved trade selection. Unequal Plan sizes make the aggregate loss appear milder than the legacy experience.

Avoiding exposure benefited the latest declining benchmark period, but says little about participation in a sustained recovery.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	0	0 $	0 $	—	—	—	0 $	—
30d	67	-4.09 $	-4.09 $	0.51×	24.14%	—	755.6 $	—
90d	75	-4.33 $	-4.29 $	0.52×	25%	—	854.93 $	—

No fresh trades establish a growth advantage.
Capital weighting obscures the legacy Plan’s loss experience.

Adaptive change and expected behavior

Existing rules were retained because fresh observations were insufficient for another refinement. No-trade periods do not justify either relaxing or tightening entries.

Selectivity may avoid weak moves while missing recoveries. Compare cash exposure, realized outcomes and matched-period basket excess once trading begins.

Follow-up and next measurement

The previous expectation of useful participation without sacrificing relative loss avoidance remains unresolved. Current-rule activity is still absent, below the hundred-event or two-week threshold. Measure exposure and actual rebound participation before judging entry selectivity.

Universal - Selective Trend Momentum Profit Guard (961)

Trading idea

Re-entry relies more on waiting time and smoothed trend alignment, sacrificing some discounted opportunities to reduce chasing.

Entry: The adopted entry refinement demands persistent short-term alignment, limits unusually extended impulses and strengthens bear-rally confirmation.

Ordinary exit: Existing profit-retention and confirmed-loss exits remain unchanged rather than broadly delaying departures from weakening holdings.

Protection: All Plans enable protection. Nine of eleven stops recovered within five minutes, but only two showed sixty-minute recovery.

Measured outcomes and interpretation

Weekly portfolio return was +2.79% across two Plans, while completed trades lost money with a 0.91 profit factor. Thirty- and ninety-day portfolio returns remained -13.10% and -11.86%, with profit factors of 0.21 and 0.78. The largest active Plan gained 3.62% weekly versus an 8.31% basket decline, combining substantial upside participation with much lower downside participation. The other active Plan lost 0.72% but also exceeded holding. Current-rule evidence totals 108 events; its 8.44% mean loss includes older exposure. The subsequent weekly sample was less extreme, with winners averaging 1.36% and losers 1.27%, yet insufficient winning outcomes prevented realized profitability. Portfolio recovery is therefore encouraging but does not prove repaired entry quality.

One Plan participated effectively despite crypto weakness, while the smaller Plan still struggled to monetize rebounds.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	91	8.13 $	-0.54 $	0.91×	46.67%	—	1,858.71 $	—
30d	383	-65.64 $	-111.81 $	0.21×	53.55%	—	8,091.18 $	—
90d	2,658	-58.6 $	-83.04 $	0.78×	67.11%	—	57,670.28 $	—

Positive portfolio marks did not translate into realized trading profit.
Legacy exposure makes full-period loss averages misleading for fresh entries.

Adaptive change and expected behavior

A BUY-only refinement was adopted on 2026-11-09, after the cutoff, to test entry persistence and restraint. SELL and STOPLOSS were retained.

Cleaner entries may reduce failed impulses but lower participation. Longer re-entry waits can miss recoveries; measure those missed opportunities alongside fresh-position losses.

Follow-up and next measurement

Ninety-one events were added to the previous seventeen, still short of the requested hundred additional events. Later losses were less extreme, but realized profit factor remained below one, leaving the earlier expectation unresolved. Separate fresh positions from older exposure next.

Universal STOCK - Optimized Swing v1 (949)

Trading idea

Slower swing selection coexists with intraday risk responses, whose interaction requires stock-specific evidence rather than crypto comparisons.

Entry: Daily stock selection combines with intraday confirmation and a daily repeat-entry cooldown, including a separate bear-rebound route.

Ordinary exit: Swing exits generally allow favorable movement room, while confirmed deterioration and failed rebounds retain loss-exit routes.

Protection: Both Plans enable protection. Thirteen stops included eight early exits; five showed five-minute recovery and eight showed sixty-minute recovery.

Measured outcomes and interpretation

Weekly portfolio return was -0.88% with a 0.25 profit factor, compared with the previous review’s 2.51 weekly profit factor. Thirty-day return was -1.00% with profit factor 0.81; ninety-day return was -1.27% with profit factor 0.90. Current-rule winners averaged 1.77% versus losses of 4.27%, and twenty-one of twenty-three ordinary sells were classified as early. Nevertheless, the Plans exceeded their weekly baskets by 0.45 and 0.70 percentage points. Monthly results diverged: one gained 1.95% and exceeded holding by 3.09 points, while the other lost 3.96% and lagged by 2.81 points. The ninety-day view contains only twenty-four observed stock sessions per Plan, not a full long-term test.

Broad equity context is unavailable. The Plans’ own stock baskets provide the relevant evidence of relative performance.

Strategy totals; the observed Plans and coverage may differ by window.
Window	Trades	Value change	Closed-trade result	Profit factor	Win rate	CONVERT increase	Turnover	StopLoss
7d	71	-5.28 $	-38.82 $	0.25×	36.11%	—	3,711.54 $	—
30d	291	-6 $	-14.15 $	0.81×	39.16%	—	14,976.67 $	—
90d	348	-7.61 $	-7.65 $	0.9×	40.12%	—	17,884.15 $	—

Loss magnitude now exceeds winning-return magnitude.
Frequent early exits coexist with inconsistent monthly benchmark excess.

Adaptive change and expected behavior

Existing rules remain in effect. The outstanding question is whether swing patience and intraday protection can improve total portfolio capture together.

Retained patience may capture larger swings but tolerate open losses. Compare subsequent downside, retained gains and net basket excess across additional sessions.

Follow-up and next measurement

The previous fifty-new-event threshold is met by seventy-one current-rule events. Better portfolio capture without sacrificing realized profitability is not supported so far: weekly and monthly profit factors fell below breakeven. Comparison with older protection remains imperfect; measure fresh matched-session outcomes next.

Hypotheses and next review

Next review

CONVERT - Relative Momentum Rotation (962) may combine accumulation with more consistent destination-relative performance.

Measurement: Track complete switches, unit growth, costs, holding duration, relative returns and post-stop downside.
Review: After ten complete current-rule switches.

Next review

The adopted refinement for BUY/SELL - Trusted Asset Recovery Profit Guard (963) may improve profit retention without excessive participation loss.

Measurement: Compare fresh-entry outcomes, giveback, net basket excess and activity separately by execution model.
Review: After one hundred post-activation events or two full weeks.

Next review

Universal - Flexible Momentum Quick Profit Guard (960) may show a measurable protection-versus-rebound tradeoff when trading resumes.

Measurement: Track fresh stops, recovery horizons, adverse movement, costs and unit-versus-cash outcomes.
Review: After ten fresh current-rule protective exits.

Next review

BUY/SELL - Regime Adaptive Trend Capture (966) may deliver useful participation alongside relative loss avoidance.

Measurement: Measure exposure, fresh trades, missed rebounds and matched-period holding-basket excess.
Review: After one hundred current-rule events or two full weeks.

Next review

The adopted entry refinement for Universal - Selective Trend Momentum Profit Guard (961) may reduce failed impulses.

Measurement: Separate fresh positions; compare favorable movement, loss severity, missed opportunities and net benchmark excess.
Review: After one hundred post-activation BUY/SELL events.

Next review

Universal STOCK - Optimized Swing v1 (949) may regain realized profitability while retaining benchmark-relative loss avoidance.

Measurement: Compare gain/loss magnitude, exit recovery, subsequent downside and Plan-level portfolio excess.
Review: After fifty additional current-rule stock events.

Conclusion

The useful distinction this week is between preserving capital, accumulating units and producing profitable participation. Each occurred somewhere in the evidence, but none consistently established a durable strategy-wide advantage. Benchmark-relative results remain essential: a small loss can represent meaningful loss avoidance, while positive portfolio growth can coexist with losing completed trades. Next review should prioritize fresh-entry cohorts after the adopted refinements, complete relative-return comparisons for rotations and recovery measured alongside subsequent downside. Inactive observations remain inconclusive, and stock outcomes require their own session-based comparisons.

Limitations

The selected strategies reflect usage and review priority, not a random or representative sample.
Longer-window portfolio statistics span earlier rules and unequal Plan histories; they do not establish causal effects of the latest changes.
Refinements adopted on 2026-11-09 took effect after the observation cutoff and have no measured outcomes here.
Only one complete current-rule CONVERT switch comparison is available; best-alternative counterfactuals and comprehensive cost comparisons are absent.
Historical completed-outcome coverage is incomplete for Universal - Flexible Momentum Quick Profit Guard (960), especially its BUY/SELL cohort.
Enabled and disabled protection groups are not matched experiments; several provide no comparable fresh events.
Brief price recovery does not prove an exit was economically harmful, and formula thresholds do not guarantee execution prices or maximum losses.
Broad stock-market context is unavailable. Collection-time market summaries are not treated as exact historical closing snapshots.

Optional technical reference

Exact trading rules and indicator definitions

Indicator reference: from market concepts to formulas

Formulas combine indicator comparisons and position state into trading rules. AND requires all conditions in its branch; OR allows alternative branches. Read parentheses, comparison operators and units together. A condition describes eligibility, not proof of execution or future profit.

Timeframes below describe calculator inputs; they are distinct from the 7, 30 and 90 day performance windows. Timeframe-prefixed tokens are grouped by indicator; use the listed prefix plus the indicator name in formulas (for example, 1m-RSI). Similar indicators on different timeframes can confirm or contradict each other. Position and market-state fields are included alongside technical indicators.

Formula token / category	Timeframe	Meaning and formula use	Value / unit / range
`BuyHoldBenchmark` Position-state	State / composite; see definition	Plan return minus the return of the run-scoped equal-weight buy-and-hold basket. Positive values mean the Plan outperformed HODL. Calculation: PlanReturnPct - EqualWeightSelectedBasketReturnPct. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent or null until all selected symbols have valid prices
`2` Momentum	1m	Relative change versus the open price 2 minutes ago using 1-minute data. Calculation: (current - open_2m) / open_2m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`10` Momentum	1m	Relative change versus the open price 10 minutes ago using 1-minute data. Calculation: (current - open_10m) / open_10m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`20` Momentum	1m	Relative change versus the open price 20 minutes ago using 1-minute data. Calculation: (current - open_20m) / open_20m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`action` Market	State / composite; see definition	Action signal derived from the last 2/10/20 minute changes. Calculation: Rules based on 2m/10m/20m relative change thresholds. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / WAIT
`RSI` Momentum	1m, 5m, 1d	20-period Wilder RSI calculated on selected-timeframe closes. Calculation: Wilder RSI(20) using smoothed average gains/losses over selected-timeframe close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`RSI-trend` Trend	1m, 5m, 1d	Same-timeframe RSI threshold label; not RSI slope. Exact thresholds and boundary behavior are in the shared definition. Calculation: buy if RSI > 55, sell if RSI < 45, otherwise neutral. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	buy / sell / neutral
`ATR-EMA-14` Volatility	1m, 5m, 1d	1m-ATR-EMA-14, 5m-ATR-EMA-14: 14-period Average True Range (EMA) on selected-timeframe candles. Calculation: EMA(14) of True Range using high/low and previous close on selected-timeframe candles. 1d-ATR-EMA-14: 14-period ATR using EMA smoothing on selected-timeframe candles. Calculation: EMA ATR(14) of True Range on selected-timeframe candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`NATR-EMA-14` Volatility	1m, 5m, 1d	1m-NATR-EMA-14: 14-period normalized ATR on selected-timeframe candles (ATR / current price * 100). Calculation: selected timeframe-ATR-EMA-14 / CurrentPrice * 100. 5m-NATR-EMA-14, 1d-NATR-EMA-14: Normalized EMA ATR(14) on selected-timeframe candles. Calculation: selected timeframe-ATR-EMA-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`ATR-Wilder-14` Volatility	1m, 5m, 1d	14-period ATR using Wilder smoothing on selected-timeframe candles. Calculation: Wilder ATR(14) of True Range on selected-timeframe candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`NATR-Wilder-14` Volatility	1m, 5m, 1d	Normalized Wilder ATR(14) on selected-timeframe candles. Calculation: selected timeframe-ATR-Wilder-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`TradeCount` Position-state	State / composite; see definition	Number of executed trades for the symbol since plan start. Calculation: Starts at 0 and increments by 1 after each successful BUY or SELL execution. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	integer (0+)
`TimeSinceLastBuyMin` Position-state	State / composite; see definition	Minutes elapsed since the last executed BUY. Calculation: floor((now - last BUY timestamp) / 60), null if no BUY yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	minutes or null
`BarsSinceLastBuy-1m` Position-state	State / composite; see definition	Elapsed 1-minute bars since the last BUY. Calculation: Whole minutes since last BUY, null if no BUY yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bars or null
`TimeSinceLastSellMin` Position-state	State / composite; see definition	Minutes elapsed since the last executed SELL. Calculation: floor((now - last SELL timestamp) / 60), null if no SELL yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	minutes or null
`BarsSinceLastSell-1m` Position-state	State / composite; see definition	Elapsed 1-minute bars since the last SELL. Calculation: Whole minutes since last SELL, null if no SELL yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bars or null
`MACD` Trend	1m, 5m, 1d, 1w	1m-MACD, 5m-MACD: MACD line on selected-timeframe closes (12/26). Calculation: EMA(12) - EMA(26) over selected-timeframe close prices. 1d-MACD: MACD line on selected-timeframe candles (EMA12 - EMA26). Calculation: Difference between EMA(12) and EMA(26) on daily close prices. 1w-MACD: MACD line on selected-timeframe candles (EMA12 - EMA26). Calculation: Difference between EMA(12) and EMA(26) on weekly close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator; MACD value
`MACD-signal` Trend	1m, 5m, 1d, 1w	1m-MACD-signal, 5m-MACD-signal: MACD signal line on selected-timeframe closes (9). Calculation: EMA(9) of the selected-timeframe MACD line. 1d-MACD-signal: Signal line for the daily MACD. Calculation: EMA(9) of the daily MACD line. 1w-MACD-signal: Signal line for the weekly MACD. Calculation: EMA(9) of the weekly MACD line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator; signal value
`MACD-hist` Trend	1m, 5m, 1d, 1w	1m-MACD-hist, 5m-MACD-hist: MACD histogram on selected-timeframe closes. Calculation: MACD line minus signal line on selected-timeframe closes. 1d-MACD-hist: Histogram value for the daily MACD setup. Calculation: Daily MACD line minus daily signal line. 1w-MACD-hist: Histogram value for the weekly MACD setup. Calculation: Weekly MACD line minus weekly signal line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator; histogram value
`BB-upper` Volatility	1m, 5m, 1d	1m-BB-upper, 5m-BB-upper: Upper Bollinger Band on selected-timeframe closes (20, 2σ). Calculation: SMA(20) + 2 * standard deviation over selected-timeframe closes. 1d-BB-upper: Upper Bollinger Band on selected-timeframe candles. Calculation: Daily SMA(20) plus 2 standard deviations. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`BB-lower` Volatility	1m, 5m, 1d	1m-BB-lower, 5m-BB-lower: Lower Bollinger Band on selected-timeframe closes (20, 2σ). Calculation: SMA(20) - 2 * standard deviation over selected-timeframe closes. 1d-BB-lower: Lower Bollinger Band on selected-timeframe candles. Calculation: Daily SMA(20) minus 2 standard deviations. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`BB-width` Volatility	1m, 5m, 1d, 1w	1m-BB-width, 5m-BB-width: Bollinger Band width on selected-timeframe closes (20, 2σ). Calculation: Upper band minus lower band on selected-timeframe closes. 1d-BB-width: Bollinger Band width on selected-timeframe candles. Calculation: (Upper band - Lower band) / Middle band * 100 on daily data. 1w-BB-width: Bollinger Band width on selected-timeframe candles. Calculation: (Upper band - Lower band) / Middle band * 100 on weekly data. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range; percent
`TrendEfficiency-24` Trend	5m	Directionality of the last 24 five-minute closes; high values indicate a persistent trend, while low values indicate choppy sideways movement. Calculation: Absolute net price change divided by the sum of all absolute close-to-close changes over 24 five-minute periods, multiplied by 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 to 100 (higher means more directional)
`EMA-20` Trend	1m, 5m, 1d, 1w	1m-EMA-20, 5m-EMA-20, 1d-EMA-20: 20-period EMA calculated on selected-timeframe closes. Calculation: EMA(20) over selected-timeframe close prices. 1w-EMA-20: 20-period EMA calculated on selected-timeframe closes. Calculation: EMA(20) over weekly close prices using the standard exponential smoothing factor. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`EMA-50` Trend	1m, 5m, 1d, 1w	1m-EMA-50, 5m-EMA-50, 1d-EMA-50: 50-period EMA calculated on selected-timeframe closes. Calculation: EMA(50) over selected-timeframe close prices. 1w-EMA-50: 50-period EMA calculated on selected-timeframe closes. Calculation: EMA(50) over weekly close prices using the standard exponential smoothing factor. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`EMA-100` Trend	1m, 5m, 1d	100-period EMA calculated on selected-timeframe closes. Calculation: EMA(100) over selected-timeframe close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`EMA-200` Trend	1m, 5m, 1d	200-period EMA calculated on selected-timeframe closes. Calculation: EMA(200) over selected-timeframe close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`BB-middle` Volatility	1d	Middle Bollinger Band on 1-day candles. Calculation: Daily SMA(20) of close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`BB-width-Percentile-70` Volatility	1d	70th percentile threshold of daily Bollinger Band width. Calculation: Rolling 70th percentile of daily Bollinger Band width values. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent threshold
`SMA-200` Trend	1d	200-period simple moving average on 1-day closes. Calculation: Average of the last 200 daily close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`MarketRegime-1d` Trend	1d	Deterministic daily market regime (bull/sideways/bear). Calculation: EMA50 vs EMA200 + MACD histogram sign. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bull / sideways / bear
`TrendStrength-1d` Trend	1d	Daily trend-strength score from 0 to 100. Calculation: EMA structure + MACD momentum + NATR volatility scoring. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`StopLoss` Position-state	10m, 20m, 30m	StopLoss drop magnitude over the last selected-timeframe. Calculation: Returns abs(drop) in percent points when the window is down; formula thresholds decide the trigger. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 or percent drop
`composit-StopLoss` Position-state	State / composite; see definition	Composite StopLoss flag based on 10m/20m/30m percent thresholds. Calculation: True when all stoploss thresholds are exceeded. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	true / false
`market-action` Market	State / composite; see definition	Market-level action signal aggregated across symbols. Calculation: BUY/SELL if at least 70% of symbols agree; otherwise NEUTRAL. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / NEUTRAL
`market-RSI-trend` Market	State / composite; see definition	Market-level RSI trend aggregated across symbols. Calculation: BUY/SELL if at least 70% of RSI trends agree; otherwise NEUTRAL. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / NEUTRAL
`market-StopLoss` Market	State / composite; see definition	Market-level StopLoss average across symbols. Calculation: Average of per-symbol StopLoss values. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	average percent drop
`market-composit-StopLoss` Market	State / composite; see definition	Market-level composite StopLoss flag. Calculation: YES when at least 40% of symbols are in composite StopLoss. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	YES / NEUTRAL

CONVERT - Relative Momentum Rotation (962)

Strategy version 2

BUY
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (((MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 36 AND TrendStrength-1d >= 48 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-RSI >= 51 AND 5m-RSI <= 70 AND 1m-2 > 0.06 AND 1m-10 > 0.26 AND 1m-20 > 0.48) OR (MarketRegime-1d = bear AND 5m-TrendEfficiency-24 >= 42 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 62 AND 1m-2 > 0.12 AND 1m-10 > 0.38 AND 1m-20 > 0.65) OR (TradeCount = 0 AND 5m-TrendEfficiency-24 >= 28 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 68 AND 1m-2 > 0.06 AND 1m-10 > 0.20 AND 1m-20 > 0.34)) AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.55 AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 45))) OR (MarketRegime-1d = bear AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 52 AND 5m-RSI <= 65 AND 5m-TrendEfficiency-24 >= 32 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > 0.38 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.40 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 30))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (((5m-TrendEfficiency-24 >= 34 AND CurrentPrice < 5m-EMA-20 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI < 46 AND 1m-2 < -0.12 AND 1m-10 < -0.38 AND 1m-20 < -0.65) OR (CurrentPrice < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-RSI-trend = sell AND 5m-RSI < 43 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.32 AND 1m-20 < -0.50) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.20 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.35 AND 1m-10 < -0.70 AND 5m-MACD-hist < 0)))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 0.65 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.80 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.80 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

BUY/SELL - Trusted Asset Recovery Profit Guard (963)

Strategy version 2

BUY
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 180) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 180) AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.25 AND (1d-RSI-trend = buy OR TrendStrength-1d >= 60) AND (((LastSellPrice != null AND CurrentPrice <= LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 42 AND TrendStrength-1d >= 52 AND 5m-RSI >= 51 AND 5m-RSI <= 62 AND 1m-2 > 0.14 AND 1m-10 > 0.42 AND 1m-20 > 0.78) OR ((LastSellPrice = null OR CurrentPrice > LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 46 AND TrendStrength-1d >= 56 AND 5m-RSI >= 55 AND 5m-RSI <= 66 AND 1m-2 > 0.18 AND 1m-10 > 0.50 AND 1m-20 > 0.90))) OR (MarketRegime-1d = bear AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND CurrentPrice > 5m-EMA-100 AND CurrentPrice <= 5m-EMA-20 + 5m-ATR-Wilder-14 * 1.50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 52 AND 5m-RSI <= 65 AND 5m-TrendEfficiency-24 >= 36 AND 1m-2 > 0.08 AND 1m-10 > 0.30 AND 1m-20 > 0.50 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.40 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 30))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND ((ProfitSinceBuyPct >= 0.30 AND ProfitSinceBuyPct >= DrawdownFromHighPct * -1.0225 + 2.25 AND CurrentPrice < 5m-EMA-20 AND ((5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.25 AND DrawdownFromHighPct > 1.05) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.25 AND 5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.45) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 2.05)) AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND (5m-RSI-trend = sell OR CurrentPrice < 5m-EMA-50)) OR (ProfitSinceBuyPct <= -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-10 < -0.50 AND 1m-20 < -0.85 AND (CurrentPrice < 1d-EMA-50 OR 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.50)) OR (5m-TrendEfficiency-24 >= 42 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.20 AND 1m-10 < -0.55 AND 1m-20 < -0.90))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct >= 0.20 AND ProfitSinceBuyPct >= DrawdownFromHighPct * -1.0125 + 1.25 AND DrawdownFromHighPct > 0.85 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND (5m-EMA-20 < 5m-EMA-50 OR (1m-10 < -0.20 AND 1m-20 < -0.35))) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-BB-lower AND 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.80 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.65) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.00 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.25 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

Universal - Flexible Momentum Quick Profit Guard (960)

Strategy version 2

BUY
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND ((LastSellPrice = null OR CurrentPrice <= LastSellPrice * 1.003 OR TimeSinceLastSellMin > 360) AND (5m-TrendEfficiency-24 >= 35 AND ((action = buy AND ((TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 90) OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 68 AND 1m-10 > 0.65 AND 1m-20 > 1.05 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0)) AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.35% OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 70 AND 1m-10 > 0.75 AND 1m-20 > 1.20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100)) AND ((MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 56 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > -0.05 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.08 AND 1m-10 > 0.24 AND 1m-20 > 0.03 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 50 AND 5m-RSI < 67 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35) OR (MarketRegime-1d = sideways AND 5m-TrendEfficiency-24 >= 40 AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 58 AND CurrentPrice > 1d-BB-middle AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 >= 5m-EMA-50 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > -0.05 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 49 AND 5m-RSI < 63 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 30 AND 1d-RSI < 34 AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-20 AND 1m-2 > 0.10 AND 1m-10 > 0.32 AND 1m-20 > 0.10 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 47 AND 5m-RSI < 57)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120)) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 45 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.10 AND 1m-10 > 0.45 AND 1m-20 > 0.90 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 55 AND 5m-RSI <= 74 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.50 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120))) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 42 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 1m-2 > 0.08 AND 1m-10 > 0.30 AND 1m-20 > 0.65 AND 5m-RSI >= 53 AND 5m-RSI <= 78 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.65 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 90))))) OR (MarketRegime-1d = bear AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 52 AND 5m-RSI <= 65 AND 5m-TrendEfficiency-24 >= 32 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > 0.38 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.40 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 30))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (action = sell AND ProfitSinceBuyPct > 0.35 AND (((ProfitSinceBuyPct > 0.65 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct > 1.35 AND DrawdownFromHighPct > 0.34) OR (ProfitSinceBuyPct > 2.75 AND DrawdownFromHighPct > 0.26)) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.18 AND DrawdownFromHighPct > 0.20) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.25) OR (5m-RSI > 78 AND DrawdownFromHighPct > 0.35)))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 0.65 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.00 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.25 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

BUY/SELL - Regime Adaptive Trend Capture (966)

Strategy version 2

BUY
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND ((TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 120) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 90) AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 1m-RSI-trend = buy AND 1m-RSI >= 54 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.30 AND ((MarketRegime-1d = bull AND CurrentPrice > 1d-EMA-20 AND CurrentPrice > 1d-EMA-50 AND TrendStrength-1d >= 55 AND 5m-TrendEfficiency-24 >= 40 AND 5m-RSI >= 52 AND 5m-RSI <= 66 AND 1d-MACD-hist > 0 AND 1d-RSI-trend = buy AND 1m-2 > 0.10 AND 1m-10 > 0.35 AND 1m-20 > 0.70) OR (MarketRegime-1d = sideways AND market-action = buy AND CurrentPrice > 1d-EMA-20 AND CurrentPrice > 1d-BB-middle AND TrendStrength-1d >= 45 AND 5m-TrendEfficiency-24 >= 48 AND 5m-RSI >= 53 AND 5m-RSI <= 63 AND 1m-2 > 0.14 AND 1m-10 > 0.45 AND 1m-20 > 0.85 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND market-action = buy AND TrendStrength-1d <= 30 AND 1d-RSI <= 34 AND 1d-RSI-trend = buy AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-100 AND 5m-TrendEfficiency-24 >= 55 AND 5m-RSI >= 55 AND 5m-RSI <= 61 AND 1m-2 > 0.20 AND 1m-10 > 0.65 AND 1m-20 > 1.20)))) OR (MarketRegime-1d = bear AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 52 AND 5m-RSI <= 65 AND 5m-TrendEfficiency-24 >= 32 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > 0.38 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.40 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 30))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (((MarketRegime-1d = bull AND ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 1.60 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND (1m-MACD-hist < 0 OR 1m-10 < -0.20)) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct >= 1.40 AND DrawdownFromHighPct > 1.10 AND CurrentPrice < 5m-EMA-20 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND (1m-MACD-hist < 0 OR 1m-10 < -0.25)) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct >= 0.90 AND DrawdownFromHighPct > 0.90 AND CurrentPrice < 5m-EMA-20 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-RSI < 45 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-20 < -0.90) OR (ProfitSinceBuyPct <= -2.60 AND CurrentPrice < 5m-EMA-100 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.60) OR (ProfitSinceBuyPct <= -3.40 AND CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.60) OR (ProfitSinceBuyPct <= -4.20 AND CurrentPrice < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 0.65 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.00 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.25 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

Universal - Selective Trend Momentum Profit Guard (961)

Strategy version 2

BUY
5m-NATR-Wilder-14 > 0 AND 5m-NATR-EMA-14 > 0 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.30 AND 1m-EMA-20 > 1m-EMA-50 AND 1m-EMA-20 > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 1m-2 <= 5m-NATR-Wilder-14 * 1.25 AND 1m-20 <= 5m-NATR-Wilder-14 * 4.00 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 75) AND (((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND 5m-TrendEfficiency-24 >= 42 AND TrendStrength-1d >= 54 AND 1m-EMA-20 > 1d-EMA-50 AND 5m-RSI >= 54 AND 5m-RSI <= 67 AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 360 OR (TimeSinceLastSellMin > 180 AND TrendStrength-1d >= 64 AND 5m-TrendEfficiency-24 >= 60 AND 1m-20 > 1.40)) AND ((action = buy AND 1m-2 > 0.12 AND 1m-10 > 0.45 AND 1m-20 > 0.35) OR (TrendStrength-1d >= 62 AND 5m-EMA-50 > 5m-EMA-100 AND 1m-2 > 0.14 AND 1m-10 > 0.55 AND 1m-20 > 1.05 AND 5m-RSI <= 65))) OR (MarketRegime-1d = bear AND 1m-EMA-50 > 1m-EMA-100 AND 5m-TrendEfficiency-24 >= 42 AND 5m-RSI >= 56 AND 5m-RSI <= 65 AND 1m-2 > 0.08 AND 1m-10 > 0.30 AND 1m-20 > 0.50 AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 90)))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (action = sell AND ProfitSinceBuyPct >= 0.65 AND (((ProfitSinceBuyPct >= 0.65 AND DrawdownFromHighPct > 0.65 AND (1m-MACD-hist < 0 OR 1m-10 < -0.05)) OR (ProfitSinceBuyPct >= 1.20 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 0.38)) OR (ProfitSinceBuyPct >= 0.90 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.18) OR (ProfitSinceBuyPct >= 0.90 AND CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.25) OR (ProfitSinceBuyPct >= 1.20 AND 5m-RSI > 74 AND DrawdownFromHighPct > 0.40)))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 0.65 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.00 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.25 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

Universal STOCK - Optimized Swing v1 (949)

Strategy version 2

BUY
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (action = buy AND ((MarketRegime-1d = bull AND TrendStrength-1d >= 68 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > 0 AND 1d-RSI-trend = buy AND 1d-RSI > 52 AND 1d-RSI < 66 AND 1d-NATR-Wilder-14 < 7.5 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 54 AND 5m-RSI < 66 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.12) OR (MarketRegime-1d = sideways AND TrendStrength-1d >= 35 AND TrendStrength-1d <= 46 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 1d-BB-middle AND CurrentPrice < 1d-BB-upper AND 1d-RSI >= 47 AND 1d-RSI <= 57 AND 1d-RSI-trend = buy AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 7.0 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 52 AND 5m-RSI < 62 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.08) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 24 AND 1d-RSI < 25 AND 1d-RSI-trend = buy AND CurrentPrice > 1d-BB-lower AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 6.5 AND CurrentPrice > 5m-EMA-50 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 48 AND 5m-RSI < 56 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.05)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 1440))) OR (MarketRegime-1d = bear AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 52 AND 5m-RSI <= 65 AND 5m-TrendEfficiency-24 >= 32 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > 0.38 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.40 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 1440) AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 30))

SELL
((MarketRegime-1d = bull OR MarketRegime-1d = sideways) AND (((action = sell AND (5m-MACD-hist < 0 OR 1d-RSI > 74 OR CurrentPrice > 1d-BB-upper)) OR (5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50)) AND ((CurrentPrice > LastBuyPrice * 102.4% AND (DrawdownFromHighPct > 5m-NATR-Wilder-14 * 2.4 OR (CurrentPrice < 5m-EMA-50 AND 5m-RSI < 50) OR 1d-RSI > 76)) OR (MarketRegime-1d = bull AND (((TrendStrength-1d < 48 AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.75 AND 5m-RSI < 52 AND 5m-MACD-hist < 0)) AND CurrentPrice > LastBuyPrice * 100.6%)) OR (MarketRegime-1d = sideways AND ((TrendStrength-1d < 26 AND 1d-MACD-hist < 0) OR (CurrentPrice > 1d-BB-upper AND 1d-RSI > 74) OR (CurrentPrice < 1d-BB-middle AND 1d-MACD-hist < 0 AND 5m-RSI < 48) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.85 AND 5m-MACD-hist < 0)) AND CurrentPrice > LastBuyPrice * 99.8%) OR (MarketRegime-1d = bear AND (TrendStrength-1d > 42 OR CurrentPrice < 1d-BB-lower OR 1d-RSI > 48 OR 1d-MACD-hist < -0.08 OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.55) AND CurrentPrice > LastBuyPrice * 98.8%)))) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 0.65 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.00 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)

STOPLOSS
CurrentPrice < LastBuyPrice * 0.9550 OR (MarketRegime-1d = bull AND ProfitSinceBuyPct <= -3.00 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.50 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct <= -2.25 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -2.00 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct <= -1.50 AND ProfitSinceBuyPct <= 5m-NATR-Wilder-14 * -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.80 AND DrawdownFromHighPct > 1.20 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0)