Research campaign · Iteration 1 · unassessed
S5FI Breadth Low — exploratory campaign
Is S&P 500 breadth washout useful as an entry, exit, or overlay, and how knife-edge is the HMA20 8.5/0 rule?
- Expressions
- 1
- Logged trials
- Not recorded
- Independent events
- Not assessed
- Evidence
- unassessed
What the research found
HMA dependence is disclosed; SMA/EMA collapse. Sparse rescue-only overlay.
Mechanism and falsifiers
Not recorded in this iteration.
Not recorded in this iteration.
Confidence and limitations
HMA not in SignalSpec Phase 1 DSL; SMA20 is an interpretation, not Pine-verbatim.
Not recorded in this iteration.
Compare expressions
Download evidenceExploratory results. Check each period, proxy and cost assumption before comparing. — means not recorded.
| Expression / family | CAGR | Sharpe | Max drawdown | Test period | Assessment |
|---|---|---|---|---|---|
| s5fi-breadth.sma20.threshold8.5.hold20s5fi-breadth | — | — | — | Not recorded |
exploratory |
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s5fi-breadth.sma20.threshold8.5.hold20
- variant id
s5fi-breadth.sma20.threshold8.5.hold20
- family id
s5fi-breadth
- parameters
- threshold
8.5
- holding period
20
- created by
source_baseline
- reason tested
documented washout
- status
exploratory
- tags
useful_as_entry
parameter_sensitive
Interactive lab
Interactive history unavailableLoading available evidence…
Research record
Source claims, inferred rules, experiments and the evidence behind the assessment.
Source
- kind
tradingview
- prior experiments
qm-4bx.18
qm-kdnj.1
What the source claims
HMA20 of INDEX:S5FI crossing up through 8.5 or under 0 is a buy impulse.
20-day hold; one-bar lag.
SMA/EMA substitutes and ensemble 5/8.5/10 voting.
Full 500-stock point-in-time breadth before 2006.
Rules actually disclosed
HMA20 of INDEX:S5FI crossing up through 8.5 or under 0 is a buy impulse.
What had to be inferred
20-day hold; one-bar lag.
SMA/EMA substitutes and ensemble 5/8.5/10 voting.
Research questions
Is S&P 500 breadth washout useful as an entry, exit, or overlay, and how knife-edge is the HMA20 8.5/0 rule?
Data
- inputs
INDEX:S5FI
SPY
Baseline implementation
- variant id
s5fi-breadth.sma20.threshold8.5.hold20
- family id
s5fi-breadth
- parameters
- threshold
8.5
- holding period
20
- created by
source_baseline
- reason tested
documented washout
- status
exploratory
- metrics
- label
exploratory
- tags
useful_as_entry
parameter_sensitive
What to try interactively
- name
threshold
- type
float
- default
8.5
Suggested next research
Pair with SMA200 exit; test mega-low 0 independently.
Trial ledger
- iteration number
1
- objective
initial source exploration
Next questions
Pair with SMA200 exit; test mega-low 0 independently.
Review status
awaiting research feedback. Research publication does not imply official admission.
Return to pending research