Measured · inconclusive
Rsi Reclaim
35.0
to
40
4 holdout trades · -3.23% · no verdict
A higher RSI reclaim threshold may reject weak rebounds while preserving the ancestor's mean-reversion mechanism.
Falsifier: Reject the mechanism if the eventual declared proof shows that the stricter reclaim does not improve entry selectivity under the same proof contract.
Inspect exact diff
--- ancestor.arenascript
+++ rsi_reclaim.arenascript
@@ -10,7 +10,7 @@
# Data proxy: GC=F / GLD
entry:
- condition: RSI(14) crosses above 35
+ condition: RSI(14) crosses above 40
and price > EMA(21)
and ADX(14) > 10
size: 35%
@@ -38,5 +38,5 @@
atr_stop: min=0.8 max=4.0 type=float default=2.0
atr_take: min=1.2 max=6.0 type=float default=3.0
adx_min: min=8 max=35 type=int default=14
- rsi_reclaim: min=25 max=48 type=int default=35
+ rsi_reclaim: min=25 max=48 type=int default=40
ema_filter: min=10 max=80 type=int default=21
Measured · inconclusive
Ema Filter
21.0
to
34
2 holdout trades · -1.37% · no verdict
A slower EMA filter may require a more established trend context before a mean-reversion entry.
Falsifier: Reject the mechanism if the eventual declared proof does not distinguish the slower filter from the unchanged ancestor under identical evidence.
Inspect exact diff
--- ancestor.arenascript
+++ ema_filter.arenascript
@@ -11,7 +11,7 @@
entry:
condition: RSI(14) crosses above 35
- and price > EMA(21)
+ and price > EMA(34)
and ADX(14) > 10
size: 35%
@@ -39,4 +39,4 @@
atr_take: min=1.2 max=6.0 type=float default=3.0
adx_min: min=8 max=35 type=int default=14
rsi_reclaim: min=25 max=48 type=int default=35
- ema_filter: min=10 max=80 type=int default=21
+ ema_filter: min=10 max=80 type=int default=34
Measured · inconclusive
Adx Min
14.0
to
18
4 holdout trades · -3.59% · no verdict
A higher ADX floor may avoid reclaim signals formed without sufficient directional structure.
Falsifier: Reject the mechanism if the eventual declared proof shows no defensible separation from the ancestor when only the ADX floor changes.
Inspect exact diff
--- ancestor.arenascript
+++ adx_min.arenascript
@@ -12,7 +12,7 @@
entry:
condition: RSI(14) crosses above 35
and price > EMA(21)
- and ADX(14) > 10
+ and ADX(14) > 18
size: 35%
exit:
@@ -37,6 +37,6 @@
params:
atr_stop: min=0.8 max=4.0 type=float default=2.0
atr_take: min=1.2 max=6.0 type=float default=3.0
- adx_min: min=8 max=35 type=int default=14
+ adx_min: min=8 max=35 type=int default=18
rsi_reclaim: min=25 max=48 type=int default=35
ema_filter: min=10 max=80 type=int default=21
Measured · inconclusive
Atr Stop
2.0
to
2.4
4 holdout trades · -4.48% · no verdict
A wider ATR stop may reduce exits caused by ordinary volatility while leaving entry logic unchanged.
Falsifier: Reject the mechanism if the eventual declared proof does not support the wider volatility allowance under the unchanged entry and take-profit rules.
Inspect exact diff
--- ancestor.arenascript
+++ atr_stop.arenascript
@@ -16,7 +16,7 @@
size: 35%
exit:
- stop_loss: 1.6 x ATR(14)
+ stop_loss: 2.4 x ATR(14)
take_profit: 2.6 x ATR(14)
timeout: 18 bars
@@ -35,7 +35,7 @@
boss_fight: true
params:
- atr_stop: min=0.8 max=4.0 type=float default=2.0
+ atr_stop: min=0.8 max=4.0 type=float default=2.4
atr_take: min=1.2 max=6.0 type=float default=3.0
adx_min: min=8 max=35 type=int default=14
rsi_reclaim: min=25 max=48 type=int default=35
Measured · inconclusive
Atr Take
3.0
to
4.2
4 holdout trades · -3.59% · no verdict
A farther ATR take-profit may allow completed reclaims more room before exit without changing risk or entry genes.
Falsifier: Reject the mechanism if the eventual declared proof does not support the farther target under the unchanged entry and stop rules.
Inspect exact diff
--- ancestor.arenascript
+++ atr_take.arenascript
@@ -17,7 +17,7 @@
exit:
stop_loss: 1.6 x ATR(14)
- take_profit: 2.6 x ATR(14)
+ take_profit: 4.2 x ATR(14)
timeout: 18 bars
invictus_protection:
@@ -36,7 +36,7 @@
params:
atr_stop: min=0.8 max=4.0 type=float default=2.0
- atr_take: min=1.2 max=6.0 type=float default=3.0
+ atr_take: min=1.2 max=6.0 type=float default=4.2
adx_min: min=8 max=35 type=int default=14
rsi_reclaim: min=25 max=48 type=int default=35
ema_filter: min=10 max=80 type=int default=21
