Pure rule on the fitted green line — enter on cross above, exit on cross under, fill at signal close. Per-trade % returns, equal-notional (same accounting as the backtest).
| Symbol | Price | Green line | Distance % | State | Period start | Pivot print |
|---|
Distance = price vs line. “Crossed” flags a cross within the last 5 bars of that timeframe. Scan criteria plug in here later — this is the raw table.