Backtest UI

First gap-day AVWAP reclaim TGD1

T_GAP_DAY_AVWAP_RECLAIM | gap day avwap reclaim | trigger | ticker | tested

Logicclose[t-1] <= avwap(anchor,t-1) AND close[t] > avwap(anchor,t) AND 2 <= t-anchor <= 10 AND no earlier reclaim
Edge-
Samples0

Definition

The first daily close above gap-day anchored VWAP after the prior close was at or below its causal line, 2 to 10 sessions after the gap.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: close[t-1] <= avwap(anchor,t-1) AND close[t] > avwap(anchor,t) AND 2 <= t-anchor <= 10 AND no earlier reclaim

Strategies Using Atom

StrategyFamilyEdgeSignals
Gap-day anchored VWAP reclaim Stage 2 gap_day_avwap_reclaim - -