Bi-directional momentum-divergence entry system on a fast execution timeframe, confirmed by the same instrument's higher timeframe momentum reaching an extreme zone, with an asymmetric stricter confirmation on the long side (deeper oversold + wider RSI divergence gap) since long setups historically underperformed short setups. Position sizing, step scaling, early profit exit, breakeven exit, and catastrophe stop logic remain unchanged.
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
QuantElse runs the catalog default parameters ahead of time, verifies the strategy, framework, dataset, and cost assumptions, then publishes the result here. Visitors do not rerun the calculation in the browser.
Only version-matched, source-labeled results are shown.
Request structured result →