Backtest UI

Shakeout reversal at support TSRX

T_SHAKEOUT_REVERSAL | pullback support | trigger | ticker | proposed

Logicsupport = nearest_structural_level[t]; avg(vol[t-pullback_days:t-1]) <= dryup_ratio * avg(vol[t-20:t-1]); low[t] < support AND close[t] > support AND close_position_in_range[t] >= min_close_pos (reclaim within max_reclaim_days)
Edge-
Samples0

Definition

Intraday low briefly breaks the nearby support level (MA, prior pivot, or base low) on dried-up volume, then the close reclaims the level the same day or the next, finishing in the upper half of the day's range. This is dip type 4 of the asymmetric R:R framework: a brief shakeout attracts late shorts and panicked sellers, followed by an immediate reversal. Distinct from the U&R atoms: U&R requires a multi-day break-and-reclaim of a specific MA/base level and rests on a trapped-participant thesis; the shakeout is a fast flush-and-recover defined by location and volume behavior (dry-up on the pull, demand on the reversal). The U&R atoms are the closest existing daily-bar approximation.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: support = nearest_structural_level[t]; avg(vol[t-pullback_days:t-1]) <= dryup_ratio * avg(vol[t-20:t-1]); low[t] < support AND close[t] > support AND close_position_in_range[t] >= min_close_pos (reclaim within max_reclaim_days)

Strategies Using Atom

StrategyFamilyEdgeSignals
shakeout reversal / no coincidence gate / mom30 asymmetric_rr_dip - -
shakeout reversal / no coincidence gate / nomom asymmetric_rr_dip - -
shakeout reversal / close_pos >= 0.6 / mom30 asymmetric_rr_dip - -
shakeout reversal / close_pos >= 0.6 / nomom asymmetric_rr_dip - -
shakeout reversal / support_count >= 2 / mom30 asymmetric_rr_dip - -
shakeout reversal / support_count >= 2 / nomom asymmetric_rr_dip - -
Shakeout entry, no gate, fixed hold — baseline asymmetric_rr_dip - -
Shakeout, gate<=4%, armed trail 7R asymmetric_rr_dip - -
Shakeout, gate<=4%, fixed 7R target asymmetric_rr_dip - -
Shakeout, gate<=4%, pure runner EMA21 asymmetric_rr_dip - -
Shakeout, gate<=4%, trim ladder asymmetric_rr_dip - -
Shakeout, no gate, armed trail 7R asymmetric_rr_dip - -
Shakeout, no gate, fixed 7R target asymmetric_rr_dip - -
Shakeout, no gate, pure runner EMA21 asymmetric_rr_dip - -
Shakeout, no gate, trim ladder asymmetric_rr_dip - -